It's an open question at what point we'll start seeing small fiesty startups that want to sell you a privately owned air defense system for your datacenter roof. The tech to do it is probably far ahead of the regulatory regime to own and operate autonomous small radar+SAM batteries.

It will require some involvement of state, but it is plausible, that critical infrastructure will be required to have this covered and certain big, licensed private contractors may be able to operate air defense systems on such sites (do you smell the money and lobbying effort?).

Also this may influence the design of such data centers. A drone that a paramilitary group can build is not very sophisticated and won’t carry big payloads. Put an outer concrete shell or some better passive defense, and maybe that will be enough.