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Data centers raise nearby temperatures by up to 4 degrees in Phoenix
(techxplore.com)
This is a most excellent place for technology news and articles.
For the same reason why they let so much water evaporate. They could convert some of that heat back into electricity, just like they could run closed-loop cooking systems, but it would cost more money than it would save. There's no financial incentive to do so....
.... Until regulators start insisting! These datacenter folks have gobs of money, we shouldn't be shy about requiring them to not ruin the local environment.
It would be best to do it on a national level, otherwise these folks will just shift the development to someplace without the regulations.