On Earth, you can vent the heat into the atmosphere no problem, but in space, there's no atmosphere to vent to, so dissipating heat becomes a very, very difficult problem to solve. You can use radiators to an extent, but again, because no atmosphere, they're orders of magnitude less effective in space. So any kind of cooling array would have to be huge, and you'd also have to find some way to shade them, because you still have to deal with heat and other kinds of radiation coming from the Sun.
It's easier to just keep them on Earth.
people heavily underestimate radiative cooling, probably because precisely our atmosphere hinders its effective utilization!
lesson: its not because radiative cooling is hard to exploit on earth at sea level, that its similarily ineffective in space!