Keep in mind that electricity generation itself is only responsible for ~35% of our greenhouse gas emissions (power generation was responsible for 13 Gt CO2 in 2019, globally 37 Gt)
So if we wanted to estimate the global impact of data centers on CO2 emissions, that's about 0.6%. And that's not a perfect calculation as much of the new power capacity is in renewables, thus lower relative emissions. <0.5% would be a better estimate.
So 1/200th of our greenhouse gas problem is caused by data centers. I'll echo some of the other comments in this thread but - damn, that's a pretty good deal considering how much value we get out of it.
[1] https://www.iea.org/reports/global-energy-co2-status-report-...