There are data centre projects underway that use their own natural gas generators: https://www.cbc.ca/news/canada/calgary/olds-mihta-askiy-data...

Air pollution, GHG and water use are concerns, but these projects will not dramatically increase the load on the electric grid.

Natural gas is cheap and abundant in Alberta, and the province (actually the whole country, via transfer payments) benefits financially from resource revenues from extracting the gas. So, these projects are generally an easy sell to the public.