Because the US has some policies that make those currently more expensive than they should be while. A combination of tariffs, removal of incentives for local producers, etc. has caused prices to be higher than they could be. All of this is because of fossil fuel lobby funded campaigns for exactly this to happen.

The flip side of course is that gas turbines are in short supply and manufacturers are in no hurry to build out production capacity for what is effectively obsolete technology with a very uncertain future. A lot of the projects being announced may never get delivered for the simple reason that there are long waiting lists for these things.

And there is the notion that related investments might end up under water when the few plants that do get built start struggling economically in ten years or so. These are not very attractive long term investments. The short term interest in securing any capacity at all is overriding this. Of the well over a hundred GW of data centers planned until 2035, probably only less than a 30-40% will actually get built; if not less. Michael Liebreich is predicting only about 35GW will be realized. His estimate is that there simply is no more production capacity that can be committed than that.

It will be interesting to see if this Amazon plant actually gets built. For now Amazon can afford to gamble on this and just write it off if it doesn't work out.

If policy changes in a few years, I expect a lot of these projects to get unceremoniously cancelled when it turns out that they are a combination of under water financially and behind on schedule because of component shortages anyway. Also, it only takes a few failed projects for everyone to get cold feet. Premature closures of new gas plants could happen if renewables get cheap enough. Those are already happening in some places.