As measured by power consumption, the scale of data centres is a lot bigger now than they used to be. A typical large data centre is on the order of several hundred megawatts sustained consumption, up to a gigawatt on the high end for planned facilities. The economic pressures are entirely in favour of building larger because of latency and also permitting (one large facility is still just one facility to get through zoning), so we should expect the size to only be constrained by external factors like availability of land, energy and water.

This energy is all turned into heat, which means a 1GW data centre facility will dump 1GW of heat energy into the environment, into some combination of air, water and ground. For comparison, the average energy use for the whole city of Toronto, Canada, is 2.7GW, so just three large data centres has roughly the same heating impact as all the air conditioners, baseboard heaters, toasters and ovens of a large city.

That's a lot of energy to dissipate in a small area, so it should absolutely not be surprising that it'll create a local heat island downwind or downstream in the same way cities do.