Texas is actually absorbing a lot of the US's new generation capacity (though the grid there remains dirty)

It's fraught to make a DC for a single purpose because it reduces the value of the DC. A DC that serves multiple purposes can handle other workloads. Moreover even if inference is slow, latency does still matter, and it costs quite a bit to light up net capacity (you still have to run fiber to an interconnect and depending on how far you are, this can get expensive fast.)