But we didn't, for example, first test vaccines on the entire world population simultaneously. The scale of the potential initial risk is critical. Not "what could happen?" but "If there's an unintended consequence, how many people (or how large of an area) could it affect? I think in the case of the solar shields, the risk is beyond what most of us can comprehend.
It's not our thoughtless embrace of technology that caused much of our problems - our problems were and are caused by people. In particular, by coordination problems. By our inability to do things together for long-term benefits. Our cherished democracy and free market only exacerbate this problem. So it's a good idea, IMO, to have a backup plan that doesn't require everyone to change their life styles - otherwise, in 50 years we may be wishing we had some prototyping done instead of it just being a theoretical idea.