They will terraform any planet that they can and ignore most of the rest
As much as I love theorizing about mega-structures, the cost of pulling matter out of a planet's gravity well is immense; so, unless your civilization is using some manner of Non-Newtonian, free energy method of strip mining a planet, chances are that what ever fuel they are using to strip mine it is thousands of times more valuable than the materials they can hope to gain for thier efforts.
Also, once you build a space habitat, it has a very limited cycle of natural resources at its disposal. The trade-off for efficiency in any system is always resiliency. Inefficient systems like planets always have ways you can optimize your use of resources to overcome obstacles, but when an efficient system is hit by the unexpected, there is no compensating. This makes space habitats short term solutions, long term problems compared to planets.
There is also the issue of how economies might introduce new technologies into societies. On a habitat, your resource cycle is all spoken for. This means if you want people to have a new luxury item, then you will need to manufacture everything somewhere away from your habitat, then ship it in which is both very expensive and takes a very long time considering that you are a pre-FTL civilization. So, by the time you get your "new" products they are already decades old technology. In contrast, a planet would be able to pay a royalty fee to the engineering firm on another world which designed the new product, and then manufacture it themselves. This means you would be able to propagate new technologies at the speed of light instead of sub-luminal speeds.
What about low mass planets and planetoids?
Comments raise a good point though about planets with low enough of gravity to get mass off world using rail guns. If you live in a star system where you have a highly populated planet which lacks certain key resources, mining smaller planets this way might be useful, but you would not be "strip mining" them. You would be selectively taking just the ores you need and blasting them off to thier destination. This is because common elements you would normally strip mine such as iron, nickel, or silicon are way more abundant than other useful elements you may need like lithium to the point that you just won't have a use for most of what is in a planet. It would be more economical for an inhabited planet to continue mining it's own common elements and only import the scarce ones.
For example: Let's say building a mega-structure requires the same amount of lithium per kg as the international space station. Some rough estimations based on what is published about its specs tell me that the space station probably uses 300kg of lithium which would constitute about .07% of the station's mass.
However, when you look at the Earth, we have about 2e18 cubic meters of material that can be effectively mined and about 5.7e7 of those cubic meters are believed to be economically viable lithium. That means that only 0.00000000285% of the Earth that can be mined is worth mining for lithium. So if you were to strip mine the entire top few kilometres of Earth's crust to make a mega structure, 99.9996% of what you mine would be useless because you would not have enough lithium for a space habitat that uses more than 0.0003% of the total material you have at your disposal.
What if a low mass planet or planetoid does not share a system with a populated world.
In this case, a better approach to small planets may be a system of hybrid terriforming / mega-structures. Because the gravity is already so low, you can build things up MUCH higher. Instead of spending tons of power shooting the planetoid's mass off into space one chunk at a time, you could simply leave the mass on the planet where it is easily accessible to you and build up (or down). The lower gravity means you could slowly sculpt the planet into a mega structure all while still living on it in habitats. The end result would be the outer "crust" of your planetoid builds up into a Ecumenopolis, while your mines go deeper and deeper in search of more ores.
There is no real reason to endanger your survivability by separating your habitat(s) from readily available sources of raw materials.