I've done a bit of research into it, and I think it's a mix.
The energy thing is exaggerated. Want to compensate for a week of heavy AI coding usage? If you drive to work, telecommute for one day. Skip one long-distance DoorDash order. Cars use tons of energy, a lot more per-user than the fraction of data center capacity you're using with your AI stuff. A burrito on DoorDash delivered using an average MPG gas car uses something like a week's worth of heavy AI usage in energy.
The water thing is region-specific and where is a problem it's due to incompetent or corrupt goveranance. Bottom line is that if a data center is using too much water, it means they're not paying enough for that water. Make them pay more for their water and they'll magically discover closed cycle cooling.
The noise thing is in some cases real, and needs to be fixed with local regulation or a class action suit by neighbors to force them to deal with the noise problem.
I am a little puzzled though by where these things are being built. Phoenix? Other than cheap solar power I can't tell why you'd want a data center there given the energy needed for cooling.
Why are we not putting them up in the Arctic circle? Build run-of-the-river hydro in northern Canada and put them way up there. Free cooling, especially in winter. AI is not a very latency-sensitive load so an extra 50ms doesn't mean much.
I suspect state incentives are a reason. The giant Amazon data center proposal in Texas with the giant natural gas power plant sounds a lot like "taxpayer funded indirect fossil fuel industry subsidy." Offer some kind of big state incentive to get a huge natural gas customer with long-term locked-in demand.