Don't forget power and water shortages and probably pissed off neighbours. Aside from building the facility, they won't make jobs and they probably won't pay taxes - which will result in neighbours more pissed off...

There's places on Earth that have power resources that could be used. Not sure there's enough water, unless non-drinkable water can be used without fear of particulates. Unfortunately, they're not often in the tax regimes people want to build them in.