Worried about natural disasters? Build some place less prone to natural disasters.
Worried about the strain on local communities? Build some place more remote.
Worried about energy availability? Build near a nuclear power plant or hydroelectric power station.
Worried about hostile governments? Don't build data centers within the territories of hostile governments. (If you consider every country a hostile government, that is a you-problem.)
For the cost of building a data center in space, you could instead build a second (or third, or fourth, ...) data center somewhere else.