Countries in cold regions have governments and laws.

The answer is always money

The infrastructure thats needed isnt always there, nor the people to run or build it.

You cant power it only off solar now because its so far north the array would need to be crazy big, and wouldn't be enough in the winter.

Also even as you go far north summers can still be hot and you'd still need a way to cool it during those times which will require the same water flow capacity even if its for less overall days, so you now need to build 2 cooling systems instead of 1.

It still seems crazy to build these things where they often do, but going somewhere really cold isnt simple.

Edit: also sovereignty of the data center. A US company would prefer to keep it in the US which would give Alaska as an option.