People will claim real harms but the connections are spotty at best.
This is a wild claim because it's trivially provable. There's been tons of reporting around the effect they have on the immediate vicinity, and that's without even getting into the unknown long-term effects.
Here's a decent piece, but there's plenty more out there if you look at all: https://www.youtube.com/watch?v=t-8TDOFqkQA
Is every single mad person doing investigative reporting and / or living next to a data center? No. But something doesn't have to personally affect me to know it's harmful.