I'm not too familiar with star characteristics, so wouldn't know what humans could or would dismiss as natural. But I have some ideas on how to hide such a megastructure:
If this civilisation is as advanced and powerful as you state, and they have the resources to actually construct a Dyson swarm effectively, they might have had enough resources and/or time to fully cover their star (potentially with large screens). This is vastly dependent on which distance from their star they can survive at, being much shorter than our distance from the sun. Full coverage would effectively hide the star altogether, and there won't be anything to investigate. Alternatively the coverage could be semi-transparent, making the star appear much weaker or smaller, and less interesting.
Another option is the opposite of above, the strips or structures are so thin and spread out, or form such a perfect raster, that it can't be easily spotted from earth with conventional methods. Only if a star is of particular interest to Humans, they will investigate further. This star didn't look too noteworthy, so they didn't look too close.
Our sun has a huge asteroid belt around it, at a large distance. However this doesn't have to be the same for each star. Stars might have asteroid belts at closer proximity to their sun, and such won't be an uncommon sight. An option would be that this particular Dyson sphere was constructed to closely resemble an asteroid belt, and as such won't be easily spotted as artificial.
The entire Dyson sphere could be constructed of a resource abundant to this race, which just happens to be fully transparent. This would mean they would probably struggle with privacy, but by large their structures would be hard to spot at intergalactic distances. Simply because there isn't a construction large enough to spot which you can't see straight through. Structural integrity issues handwaved for the sake of this option.
Up in the crowd
All in all, humans might have spotted something slightly off with it, but it wasn't too noteworthy, as the star was of little interest to begin with. Due to the vast numbers of stars in the universe with potentially "Something off" about them, it was thrown on a pile of "Perhaps we should monitor this" and simply forgotten about, or there simply wasn't enough funding or time to efficiently investigate.
The star might be in (semi-) close proximity to a huge unexplainable celestial anomaly, which is of massive interest to us, and thus is largely overlooked because anyone looking that way is quickly distracted and only pays attention to the anomaly. This option might backfire though as they might investigate the effect of the anomaly on nearby stars, depending on what it is.
Down low, too slow
The star is only properly visible from territory humans only recently expanded to (note, expansion can work linear as well as spherical). They did notice the anomaly, but were too busy developing their settlement that they didn't pay enough attention quick enough. They have their run-in with the other race before they know what's going on. Alternatively, we only just might have stumbled into what they consider their territory, and they are rushing to squish the new menace.