In most classical holomorphic function spaces on the unit disk, a function $f$ can be approximated in the norm of the space by its dilates $f_r(z):=f(rz)~(r < 1)$. We show that this is \emph{not} the case for the de Branges--Rovnyak spaces $\cH(b)$. More precisely, we give an example of a non-extreme point $b$ of the unit ball of $H^\infty$ and a function $f\in\cH(b)$ such that $\lim_{r\to1^-}\|f_r\|_{\cH(b)}=\infty$. It is known that, if $b$ is a non-extreme point of the unit ball of $H^\infty$, then polynomials are dense in $\cH(b)$. We give the first constructive proof of this fact.