“... but they should be exploring fluids that absorb heat and never evaporate”
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Water loss through evaporation or any other way is not really the problem.
Heat must be transferred. Entropy is rarely ever fast enough unless your heat loads are relatively low. So even if you have a closed loop of fluids, you have to cast that heat off somewhere. If you have a water to water transfer, then you use a heat exchanger submersed under water or using a water loop to exchange it too, such as a geothermal loop, or evaporation pond, cooling towers, etc.
The movement of heat out of your heat producing system is what requires the energy. If you have an old fashioned water to air system, then you have blower fans at the very least, although more than likely you will also have mechanical cooling (compressed and evaporated refrigerants).
(didn’t finish my thought) ...and if you have a water to water system, then you expend energy on the pumps that move the heated water to the heat exchangers and back again.
As someone said earlier in this thread. There is no free lunch. Heat doesn’t dissipate into the environment on it’s own fast enough. You need to consume energy to expedite the process one way or another.
I am aware of the hydrology cycle and the water doesn’t really disappear. That, for me, isn’t the issue.
It’s that we need to clean that water after it leaves. It is my understanding that the water that leaves is fairly contaminated.