Why is the Dyson Sphere uninhabited and abandoned?
This is answered in the episode itself. The star is unstable:
DATA: The sphere appears to be abandoned. Sensors show that the star is extremely unstable. It is experiencing severe bursts of radiation and matter expulsions.
PICARD: Then that would explain why they abandoned it. But if there's no one still living there, how were we brought inside?
DATA: I believe we triggered a series of automatic piloting beams designed to guide ships into the sphere.
WORF: Sir, Sensors show a large magnetic disturbance on the star's surface.
DATA: It is a solar flare, Captain. Magnitude twelve, class B.
How does no one in the known galaxy know about it?
First, it's hard to find. Since it completely obscures the star it surrounds, it's pretty hard to distinguish it from open space. It also seems to not be emitting much in the way of communications signals. Data finally reports "something on the sphere which could be a communications device" but not until after they've been in orbit for some time. It is only "emitting low intensity subspace signals." It's likely that from a distance, there's nothing to detect at all.
It also seems to be a bit out of the way. The Jenolan crashed on it and was broadcasting a distress call for seventy-five years before the Enterprise passed by.
As for why there aren't any former inhabitants telling people about it, the episode makes no indication how long the sphere has been abandoned. It could easily be a long long long time. The Iconians, for instance, were highly developed when their homeworld was destroyed 200,000 years ago. And some of their technology (i.e. the Gateway) is still functional. It's not a stretch to think that a civilization that could build a Dyson Sphere could make it last hundreds of thousands or even millions of years uninhabited. (And even a million years isn't much in the lifetime of a star.)
So I feel like there are two possibilities:
- The Dyson Sphere was not evacuated. The unstable star irradiated the inside of the sphere, killing quadrillions of sentient humanoids in a gruesome mega-genocide.
- The sphere was evacuated, but so long ago that the memories of it only live as myths and legends (at best) in the diaspora.
Neither has ever been addressed, in either canon or in any licensed material.