Hot take: We're in the first stages of building our own Dyson sphere and therefore comets are only useful in the context of capturing them for that purpose.

;)

The idea of a Dyson sphere is that it's built around a star, in attempting to capture and utilize 100% of its energy output. So a shady shell around the Earth is not "the first stages" of a Dyson sphere, because our energy source is on the other side of the shell, and the orbits are completely different.