They use evaporative cooling because it's the cheapest way to vent the heat. Make it more expensive, and other cooling methods become more attractive - or better yet, innovation is incentivized. Government reluctance to tax and regulate hurts the market and the people. Unfortunately, it's business as usual.
IBM does 60 deg C watercooling which can be not a lot of thermal delta in nonarctic environments. It's a lot of km of infrastructure to vent directly if you want to dissipate a nuclear reactor's worth of power in a single site.