The advantage of a sphere over any other shape is that every part of the collector receives roughly the same intensity of radiation, assuming the plasmoid is in the centre.
Using depositing techniques to create a thick structure consisting of so many layers will encounter some serious roughness issues. Any uneven deposit creates a rough surface, and in a sputtering or vapor coating technique, the tiniest unevenness amplifies itself. (the tops always catch more new material than the valleys)
Making it increasingly difficult to ensure the conducting layers do not make contact somewhere and short circuit.
AFAIK, it has only been done with micron-thin layers, as in semiconductors, not a multi-inch-thick shell.
