Cold air comes from the environment, the liquid running on the loops comes from factories where is processed (is very similar to car coolant but there is no concentrate to dilute, all the liquid is sourced from manufaturers to ensure purity), spraying down water on the cooling towers may actual evaporate some water, but im knowledge there are no data center using this cooling method, and often they sell the datacenter heath to reheat utility water so ti wont frozze on pipes on its way to serve commuinities (thats why most datacenter are located at cool places).
Datacenters solar powered run at night on Betteries like Tesla's super packs, yes nuclear power could be used on something different, whats on Politicians planes fuel or Some Signer , a single Executive Jet fliying 800h (typical per NBAA) a year burns more energy than a tipical datacenter training AI models, if we need to shutdown somthing, I'm at the progress side.
A Single Business Jet, America has hundred of them serving politicians, hollywood stars and rich people as Elon Musk or Bill Gates, a single Business Jet polute more than a typical datacenter, like Xai newest or openAI's, not to name Facebook (meta) which are the most modest and the few that shares AI models with the comunity.
And we have passenger Jets, why you dont travel by eletric train on your next vacation or sail on a boat?