Are we surrounded by Dyson Spheres?

In this week's "Ask a Physicist," we'll explore an awesome mash-up of exoplanets, supercivilizations, and dark matter, and try to figure out whether the "missing mass" in the universe is really advanced aliens with a cloaking device.

It's not often that I get This email address is being protected from spambots. You need JavaScript enabled to view it. that is straightforward, reasonable and terrifying as hell. Reader Marc Unger tried to make me question my place in the cosmos with the following puzzler:

Given the tremendous numbers of planets that we are starting to observe in the galaxy: isn't it possible that the "missing mass" of the galaxy (and the universe) is actually because alien species have built a huge number of Dyson spheres.