The problem is you now need some actual structure rather than just some thin sheets / inflatable structure or whatever. Further applying even small amounts of force across huge sheets adds up while as you say it's acting like a solar sail.

That is to say it's clearly still possible, just not as cheap as people are assuming.

My proposal is to send up a robot, capture a smallish asteroid, and have it use the material to weave/spin out a shield. The robot sits at the edge and spins and weaves away. More robots would be employed as the shield grows. Honestly, I've not worked out all the details. I'd love to hear what others think. Is this just pie(sheet) in the sky? Or is this the salvation of humankind.