This is a valid point for small streams, whose ecology can't adapt when the temperature changes mid-stream.
For oceans the picture is a bit different though.
Suppose we're looking at a cubic kilometer of seawater that has a temperature of 10C. The entire output of a nuclear power plant (single unit, about 1200MW) would heat that water by less than a single degree in a month.
The average power consumption (and thus roughly heat generated) of a single server rack is somewhere around 12KW, so you can power about 100.000 of these for that. Microsoft's submarine had only 12 racks. From this one could conclude that even the localized effects are likely to be minimal.
Now for perspective: the entire ocean has a water volume of roughly 1.35 billion cubic kilometers. Next to major energy sources like the sun, and even smaller ones like hydrothermal vents and streams of warmer water entering it, your puny server submarine is not going to be noticed. With a nuclear power plant worth of energy you're heating the whole body for just about 1/100.000.000th of a degree per year, assuming the heat wouldn't dissipate out of the water at some point.
And really, if you're running your servers outside the water, the heat would dissipate into the ocean at some point too, making it a moot point in the grander scheme of things.
So the only area of interest concerning marine life is about 5 meters in every direction from your server tube. I'm willing to bet it'll have way less of an impact than a warm freshwater river discharging into the ocean.