Yes you may be able to build a building for that. But that would not include 1 megawatt of power distribution inside of that building.
(If it does, I would love to know where you are buying your electrical gear)
Power distribution is the highest cost. Then if you were to include cost of stretching your conductor through the building to the point that
it can be used will only continue to increase costs.
I will be the first to admit that there are advantages to each solution. The electrical gear inside of our container is all UL listed as well as rated at 415v.
I have built a couple of bitcoin "data centers" in existing buildings, 6MW worth, and I can tell you that by the time we got power into where it needed to be
neither of them came close to what we can build these containers for. I am sure there are some exceptions.
But that is one of the reasons that we decided to get into this business.
Thanks for your comment on how nice they look.