It actually makes more sense to build them in Alberta than most of the US to be honest. If these things are going to be run off fossil fuels anyway, it is more efficient to build them local to the fuel rather than building pipelines to ship it elsewhere then burning it there to run those data centers.
The article says itself that the data center is planned to be closed loop water (so effectively no water use) but then assumes that the natural gas power plant WILL be consuming water, when those too can be built with closed loop water systems.
Personally I'd like to see all datacenters require 100% renewable power going forward, but that's not realistically happening.