Industrial cooler manufacturers and DC PR teams have their ways to greenwash the truth.

"40% of data centers are using evaporative cooling" doesn't mean that other 60% are fully closed loop water to air coolers or what would be called "dry cooling systems" by the manufacturers. The other 60% could be "adiabatic coolers" or "hybrid coolers" or if data center is close to large body of water/water heat exchangers, where 2/3 of those still depend on evaporating water, but the manufacturers would put them in separate category from evaporative coolers.

Just took a looked at offering of one of the industrial cooler manufacturers. They had only 1 dry cooler design, compared to a dozen more or less evaporative ones. And even that one was advertised as having "post install bolt-on adiabatic kit option". Which feels like a cheat to allow during initial project and build claim that you are green by using only dry coolers, but after the press releases are done, grant money collected and things are starting to operate at full capacity, attach sprinklers to keep the energy costs lower.

Am I missing something? How data centers in US/EU evaporating water thousand of miles from Iran affect it? Does it disturb the rain cycle in Iran or something?

And coal, gas CCGT and nuclear electricity plants to power them also use water to cool the steam.

Does cooling destroy H20 molecules somehow?

So? If anything, evaporated water could lead to more rainfall in Iran, not less.