Not really. The mass of Mercury and Venus together are just 0.0027 of Jupiter's mass. So the effect is really small.
Now, in principle, there are resonances where the regular tug from planets affect the long-term evolution of the orbits of other planets. The exact details get very messy, but in some cases the presence of a planet stabilizes certain orbits - or destabilises them (this is very visible in the asteroid belt). But the planetary orbits look largely non-resonant. So if two planets went missing there would not be much of an effect.
It is likely that this is true for Jupiter too. What would happen is that the Trojan and Greek asteroids would drift out of their 1:1 resonance and end up in a loose belt, and the asteroid belt would also reorganise.
Overall, you don't need much mass for a Dyson sphere if you want to just collect energy. My paper on using one to settle the universe disassembled Mercury mostly as a conservative estimate to get more than enough material - I currently think you need a few largish asteroid masses, maybe Ceres (assuming it has the right elements, an important if). Conversely, Dyson element orbits will be subject to gravitational interactions from remaining planets that will cause precession and other possibly unwanted shifts one need to compensate for. But a Dyson sphere is mass-wise a microscopic thing compared to planets.