They didn't, they just state this matter of factly, after ruling out the idea of a cloud, which seems like a bit of a hasty conclusion. (in fact I find ruling out a cloud without spectometry quite hasty.) There are no known reasons why the star would suddenly deplete by itself, but there surely could be other external possibilities. In any case, nothing about an absence of explanations is actual proof for a Dyson sphere, let's not get ahead of ourselves, this is some level of "you can't explain it ergo God" argumentation.