You're concentrating it into a very small area of compute.
If you don't spread that heat back out, it's going to find a much higher thermal equilibrium than the solar panels themselves would find just absorbing the sunlight and radiating the energy back into space.
It's like you've pointed a magnifying glass at your compute, except with electricity, which means you can reach temperatures higher than you can with a magnifying glass.
It's the same way that Sam Altman talks about the risks of AI deciding to kill humanity: because that's dramatic and attention grabbing, and also the most unlikely outcome. Talking about it keeps us from talking about the real, ground level problems like the massive, unplanned-for disruption in jobs and education.
They just need to keep the money tap flowing, and tomorrow can worry about itself. Who's going to hold them accountable for data-centres-in-space five years from now, when they don't exist? Has Musk suffered any blowback from his hyping the Hyperloop that never materialized?