No, it's a case of if we presuppose the existence of Dyson spheres, here are 7 objects whose EM spectrum matches what would be expected of such an object and who have no other verifiable explanation.

It's not saying we don't know what causes lightning therefore it must be gods. It's saying we have expectations of what lightning looks like and this looks a lot like it.

There is a significant distinction between "we've found a Dyson sphere" and "we've found an object that has the characteristics we would expect of a Dyson sphere".