In the TNG episode "Relics," the Enterprise follows a distress beacon from the Jenolan, a Federation ship that disappeared around 80 years ago, and finds it crashed on the surface of a Dyson sphere, a technological marvel that, until this moment, was believed to be purely theoretical in nature. After some investigation not relevant to this question, they discover that the crew of the Jenolan had found it, done some investigating, then lost engines and crash-landed.
The Enterprise does some investigation of its own, ends up in some serious trouble, (because of course they do, it's Star Trek,) and eventually manages to escape intact, unlike the Jenolan.
But I can't help but wonder. Maybe it's just hindsight after seeing this thing destroy one ship and almost destroy another, but why was it not the first instinct of the crew of either ship to take the most elementary of precautions before beginning to poke at the giant space artifact no one's ever seen before and call it in? Open a channel to Starfleet. "Hey, guess what. We just found a Dyson sphere! Yes, I'm serious. Here are our coordinates. We're going to investigate now. Bye."
Especially given that 1) the Jenolan was en route to a specific destination and now they weren't going to make it on time, and there were surely people who would like to know why, and 2) it's entirely possible that poking at this thing might provoke a hostile response, or at the very least, an unintentionally harmful one. (cf. the infamous "whale probe" incident of 2286.)
Starfleet knows this. So why isn't "if you run into something big, powerful, and unprecedented, call it in immediately!" the SOP for such situations? (Obviously the out-of-universe explanation is that if the Jenolan had done so, the episode would never have occurred, but this still feels unsatisfying, a minor blot on an otherwise top-grade episode.)