Hmmm. I didn't actually do the numbers. Let's see...
A randomly-googled 2MW diesel generator consumes 50 gallons/hour at quarter load and 160 gallons/hour at full load [1]. So let's say it's 100 gallons/hour to run a 2 MW generator at full load instead of quarter load. The OVH incident report [OP] says that their data center has two cables in each carrying 10 MVA (mega-volts-amperes, ~ watts), giving us 20 MW as roughly the maximum power consumption of the data center. Divide, multiply, it'd cost 1000 gallons/hour to run at full load, orrrr $3000/hour at the current price of diesel [2].
Yeah, that's pretty cheap, okay. You might run these generators for a few hundred hours over the lifetime of the installation and they probably cost millions of dollars, so you're not going to spend more on fuel than you'd spend having to replace the generator early. Why don't they have a dummy load for that scenario?
[1] http://www.dieselserviceandsupply.com/Diesel_Fuel_Consumptio...
[2] https://www.eia.gov/petroleum/gasdiesel/
edit: Now that I look at the math I did I realize that I didn't need to look at OVH in particular at all, just compare the cost of fuel to the purchase price of one of the diesel generators I was looking at. >_< Meh, math still works, I'll leave it.