Here’s the thing: If they build in the lake, they block the resources for everyone, including themselves. The brimstone stops spawning. At this point, it’s a fair playing ground again because they won’t have any more access to brimstone than you do.
The smart ones who want to keep the brimstone for themselves do build a wall around it. Believe me - when people want to upset others and deny resources, they will find the time to build that wall. And climbing over it won’t really work because you can put fences that prevent climbing on those walls.