Water used to cool data centers is either consumed, meaning it evaporates into the atmosphere via the data center’s cooling towers or discharged, as industrial wastewater, usually to a local wastewater treatment plant.

It can’t just be dumped into a river, has to go to a sewer treatment plant.

edit: They do recirculate it, but it eventually needs to be replaced. And some facilities have treatment plants on site, so doesn’t necessarily needed to go to a sewer treatment plant.