That doesn't make the slightest difference for two reasons:

1. Natural gas still produces CO2, which is a climate change driver. (And, since burning more of it will only increase global temperatures, the data center will have more trouble losing its excess heat.

2. Even if a data centre uses a totally clean energy source, it's still excess usage. That clean energy could have been used elsewhere. Until all energy is clean, usage by unnecessary sources is a net negative.