(Just speculating) - there are issues with using water for heat exchange and that affecting flora/fauna. maybe the impact can be spread out more at the bottom

(Just speculating) - there are issues with using water for heat exchange and that affecting flora/fauna. maybe the impact can be spread out more at the bottom of the ocean than for on shore locations - pumping water all the way on to land and back out can take a lot of energy (water is heavy) - coastal land is generally expensive, certainly more than seafloor which is free(?) - coastal land is subject to storm surge in a way that deep seafloor is not