To me, space is not static. Black holes, as probably all objects in space, are continuously moving and rotating. I don't think gravity waves are fully understood. I doubt they would be constant for black holes. There would also be continuous ingestion of objects from afar, small or large. So with all these volatilities, how would one maintain a stable orbit to construct the sphere adjusting for tsunamis of gravity waves, bombardments by objects passing or entering the black holes, and flares of radiation escaping from the center? And what could one do to make sure the black hole stays in the center of the sphere? It's a logistical nightmare.