Is there any way you could explain to the uninformed, like myself, where the energy would leak? Is it impossible to make a 100% isolated sphere? Would radiation or other kind of waves always pass through?

If it was 100% isolated, the heat from the sun would continually increase the internal temperature, which would probably be bad. They're looking for a steady state dyson sphere.

The energy is converted from short wavelength (visble light) to longer wavelengths (infrared). A Dyson sphere would act as a black body [1] and radiates energy at the temperature of the sphere outer surface.

1. https://en.m.wikipedia.org/wiki/Black-body_radiation

The problem with a 100% isolated sphere that you can't dump entropy either.