Found something. Not very exact data, but Virginia has the highest concentration of data centers per capita, but average electric bills: https://www.electricchoice.com/average-electric-bills/

I agree with your take on tradeoffs when it comes to DCs that are built with tax abatements, which are a terrible deal for consumers. Those that are not receiving tax benefits will make up for short-term energy prices with long-term property tax benefits, that will eventually pay back the grid upgrades and fund even more upgrades in the future.