They are, sometimes. Google built this one in Finland in 2011 at the site of an old paper mill, which was already set up to draw water from the Baltic Sea (which isn't as salty as the Atlantic is, but still not fresh water):
> Using a cooling system with seawater from the Bay of Finland and a new offsite heat recovery facility, our Hamina data centre is at the forefront of progressing our sustainability and energy-efficiency efforts.
https://datacenters.google/locations/hamina-finland/
> Using a cooling system with seawater from the Bay of Finland and a new offsite heat recovery facility, our Hamina data centre is at the forefront of progressing our sustainability and energy-efficiency efforts.