Not to mention a much higher carbon footprint.
The reason evaporative coolers are cheap is because they use a fraction of the electricity that chillers do.
And note that the majority of data center water usage is indirect via power generation, so using less water on site but more indirectly by consuming more power is both more expensive and less efficient.
Unfortunately, evaporative coolers are the best way to go, for now.
For California at least, residential use is about 10% of all water usage iirc. So if data centers are dwarfed by that...not a big concern in the big picture.
The issue I guess is when data center usage sucks up all the local supply. State and region wide they don't use much but they do use a lot in one small area.