They use evaporative cooling because it’s the cheapest way to vent the heat. Make it more expensive, and other cooling methods become more attractive - or better yet, innovation is incentivized. Government reluctance to tax and regulate hurts the market and the people. Unfortunately, it’s business as usual.
Notice you have to cool both in the power plant and the DC. And these DCs run up to a GW or more.
Closed loop cooling isn’t that hard, just sone extra plumbing, pumps and fans.
IBM does 60 deg C watercooling which can be not a lot of thermal delta in nonarctic environments. It’s a lot of km of infrastructure to vent directly if you want to dissipate a nuclear reactor’s worth of power in a single site.
I don’t see why cold side water temp isn’t near room temperature.