Obviously we could build bigger if we wanted. I literally work in one of the biggest buildings in the US by volume and it is impressive on a daily basis. But just because I know we are capable of more doesn’t mean the accomplishment of actually doing the world and constructing the pyramids isn’t amazing. Besides the pantheon, what other ancient or modern projects measure up?
The pyramid of Cholula (larger by volume), the Luxor hotel (smaller, but substantially more useful), and Ryugyong hotel (hobbled by the country building it) are all plausibly comparable projects.
Why are you impressed by unusable volume? Do spoil tips awe you?
If you set a 12,600 tonnes concrete cylinder in the middle of a city, eventually someone will give up trying to remove it and turn it into a historical monument instead: https://en.m.wikipedia.org/wiki/Schwerbelastungsk%C3%B6rper