It won’t necessarily impact local energy prices significantly. Some facilities build gas turbine generators, but these cause the noise that neighbors complain about. Gas isn’t as bad about pollution (except CO2) but you don’t want to live next door to a plant either.
Also, adding a few data centers to a large grid shouldn’t bump up the energy prices, it’s only when you add many across the area. This is difficult to pin down because if one side of a region builds many data centers without their own power generation, the whole region could see eventual price increases. Fortunately most (all?) states regulate utility price increases, but still you don’t want to max out the price bump year after year.
It’s hard to discuss because different facilities have different configurations, and the local impact depends on that plus local characteristics.
Given the externalities of large facilities like this, impacted neighbors should definitely get a vote. Maybe we need a standard to define the impact radius based on the facility characteristics. This would add transparency and make it easier for people to decide without FUD and distortion. Unfortunately I don’t have much confidence in anyone coming up with such a standard without altering it to benefit their side, now that it’s become a political football.