1. A closed system cannot exhaust heat via evaporative cooling, which would defeat the purpose.
2. Many datacenters are no where near salt water.
3. There are likely reliability issues that would need to be overcome and it is simply cheaper to use fresh water.
If only we had a way of moving water around from places where it was plentiful to places that are not. Seriously though, this is a limitation? Vegas is no where near water, and that didn't stop it from being.
Las Vegas is very close to water. 90% of their water from the Hoover Dam, which is only 30 miles away. They don't pipe it in. Of course, this has created a severe risk of water shortages due to falling water levels on the Colorado River.