Yes, but you could still construct it in orbit. Imagine building four quadrants, spooning them together for launch, then fusing ("cold welding") them into a sphere in space.

It is surely better to construct them here, where we have all our tools, and if really necessary pump them out here. There just isn't an advantage to doing it in space. You end up paying more to create a lower-quality sphere.

And what weighs more - the air that got trapped in the sphere when we made it, or the machine we sent up to space to assemble a sphere there?

Seems quite short sighted to assume space manufacturing processes would not improve - or we would not want to improve them.

Cold weld it in space, it's not that difficult with some engineering.

Space X?

The assumption is that no matter how much space manufacturing processes improve, ordinary manufacturing processes will improve more than that.

This is pretty well guaranteed.

It's not just the weight that's an issue, but also the volume.