They build it where they think it'll being them the most profit. Every denial reduces the profitability and thus reduces the amount they'll invest in data centres in the future. It's obviously a good thing, if you are opposed to increasing use of fossil fuels, to deny a permit to a building that will burn heaps of fossil fuels.
Your comment is the same kind of bullshit nonsense that leads some morons to saying things like "it's ok that we send weapons to aid Israel's genocide of Palestinians. If we didn't, someone else would." Or "we don't have to worry about our coal exports to other countries when accounting for our climate change impact. If we didn't sell it to them, someone else would."
It's obviously wrong, arrived at purely thanks to some incredible motivated reasoning.