Nah, they'll just bite the bullet and build the data centers in remote Canada or Finland or somewhere else no one's complaining (ignore Greta as per usual) and tap into the local hydropower resources. Might take a tad longer and cost slightly more money than in [quasi-lawless US state], but other than that, no problem. Aluminium smelters (basically a solid form of electricity export) in Quebec and Siberia have been doing that for decades already (like 20GW private-ish hydropower).
Finland only has limited hydro capacity that is needed for load-following due to the prevalence of wind power. It makes no sense to waste it for baseload generation. Additionally, the last major hydro power plant was built in 1976. All subsequent attempts have been massively controversial.
A recent law also gave data centers the last priority for grid access. The idea was to prioritize productive industry over less productive uses of electricity. Even something with as little added value as steel production tends to employ ~10 people (directly or as subcontractors) and produce ~€10 million/year of exports for every MW of average power consumption.
Wish they'd find a good spot in no man's land and do geothermal.