@jeeprs,
I think you grasp part of the point about "construction", which is that "objects" are objects of "consciousness", i.e. segmentations of "the world" which have no ontological status in their own right. But a major point is that " observation" of "objects" is
active not passive. We don't walk around
categorizing objects, like trees, rocks or police cars etc unless and until they have functionality
in particular instants. (Heidegger's term was
Zuhanden). We can say that "objects" are "brought forth" as we need them, and that includes the bringing forth of a "conscious self" as the "needer".
It is the reporting of such "bringings forth" which constiutes what we call "facts".
This is not to say that an individual " perceptual system" does not respond automatically to "sensory signals", but that the classification of such signals as sense
data (including their suppression) is mediated by consciousness which in turn has been conditioned through human needs which are predominantly encapsulated by language.
It is as though both the modern concept of sensory signals
impinging on particular functional networks is partnered by the ancient idea of the senses "actively putting out feelers". Kant's term "perceptual a priori s" could be interpreted in either direction.