There was this quote they gave when asked about impact to the surrounding ocean.
Natick uses raw sea water for cooling, with the water returned to the ocean a fraction of a degree warmer than ambient. Due to rapid mixing in ocean currents, the temperature impact just a few meters downstream of the datacenter is undetectable. We used cameras on the exterior of the vessel to observe wildlife during deployment. We found that the datacenter provided an attractive location for sea life, and was quickly colonized by multiple species of fish and other sea life.
At a huge scale, that maybe could be an issue if you extrapolate. But as others have pointed out, data centers today already require air and water cooling which isn't likely as efficient so net gain on the environment is probably worse with land data centers in terms of cooling. And they noted the hardware inside had a higher reliability, potentially due to its pure nitrogen atmosphere in the capsule, so that's less need for buying replacement servers and performing maintenance.
No clue if this thing is actually feasible beyond small scale due to the very high deploy and retrieval costs. But in my opinion this isn't like some environmentally oblivious solution.