> If I build a house on undeveloped land and the electric company needs to run lines, do I also (in a much smaller way than a data center) increase the costs for all other customers?

In some sense, sure, any time you buy something you apply some upward price pressure. Of course, whether the resulting price changes measurably depends on many things, like the scale of your purchase relative to the scale of the market, the price elasticity of demand, who the marginal buyers and producers are, etc.