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Right now, if all you're doing is launching solar sails then the sails are disposable/consumable however you want to call them. With the temporary swarm that you are launching you can do everything you can do with a normal Dyson Sphere with regards to ray receivers.
Dyson Spheres and Dyson Swarms do nothing unless you have a ray receiver building to draw power from them. Ray Receivers have two modes Power Generation and Photon Generation. Power generation is just pulling energy into your power grid, kind of a waste for the effort. Photon Generation will get you the critical photons you need to create the end game anti-matter material.
So right now, if you don't have small carrier rockets being launched to attach the cell points to and you're not ready to stockpile critical photons it'll be fine to just shut off the swarm until later.
One of the big advantages to early use of a Dyson Swarm is how fast you can get it up compared to constructing and launching small carrier rockets to create a permanent sphere. So you'll definitely want to use them when trying for the speed run achievement, otherwise their utility is kind of low until you have the rockets launching too.
Also the star that you build around matters, since O-type gives the most power due to being brighter, with B-type being the next brightest.
Dyson Sphere structure built by small rockets doesn't have any expiration.
And neither do solar sails after they've been absorbed in the Sphere's cell structure.
So the only issue around swarm lifetime when building a sphere is if you're launching sails faster than they can be absorbed by the nascent sphere -- in which case the excess will remain as a swarm until their lifetime is up and then disappear. (Which isn't any worse than launching them as a swarm when not building a sphere)
Though there are two partial downsides to absorbing sails into a sphere.
1) The sail's output is reduced, from 36 kW * solar luminance to only 15 kW * solar luminance.
2) The sphere's cell structure really needs performance optimization and can start slowing down the game and its framerate. (Some folks here even advocate forgoing cells on their Dyson Sphere frames entirely -- accepting the lower total power generation in exchange for a less severe performance hit)
* No grav lens has a maximum Ray Receiver output of 15 MW, or 6 critical photons/min
* Grav lens give a 2x boost - taking max output to 30 MW, or 12 critical photons /min.
* Spraying them with Mk.III proliferator gives another 2X boost - taking max output up to 60 MW, or 24 critical photons/min
On the one hand you are now consuming materials to boost performance (though not many - as each grav lens lasts 10 minutes, and spraying one only consumed 1/75th of a proliferator Mk.III)
On the other hand, it's quite possible to build a multi-layer Dyson sphere that puts out so much power that ray receivers can't absorb it all; even if you covered every square inch of every planet in the system with them. So you need boosts to maximum extraction of power/photons from big Dyson Spheres.