Of course they are. Direct ocean cooling is common for power plants much larger than a data center, and the effect on water temperatures overall is trivial.
For some perspective. This data center may produce 10^7-10^8 watts of heat. A power plant may produce 10^9-10^10 W. The solar heating of the Baltic sea is 3x10^13 W. (337,000 km^2 x 100 W/m^2)
Update: I should add that I'm all for environmental study to make sure that they aren't venting it out in a sensitive ecosystem or at a radically different temp. Done correctly this can be an important development towards sustainable data centers.
Besides, it's already quite contaminated so there is a lot of environmental protection going around it.
http://upload.wikimedia.org/wikipedia/commons/e/eb/BalticSea...
As you can see, there really isn't places for the water to flow back and forth, so it's not a case of "the ocean is going to handle it"
Always consider the context.
However, the world as it stands now is going to have data centers, and these take energy. Direct environmental cooling undoubtedly has less of an impact than producing energy, powering a compressor, and using that to cool circulated air. Think of the relative number energy conversions (0 vs 2+).
No, they are discharging heat into the sea. Their outlet water is "nearly the same temperature" because the amount of water involved is immense (the article says the seawater intake is 2 meters wide). A large amount of heat, divided over a very large water flow, is diluted into a small temperature increase.
It seems this only shifts their heat dissipation problem from having to cool servers to having to cool large quantities of sea water. Perhaps the latter is an easier problem to solve (gigantic outdoor cooling tubs?) but I don't know.