Basically, yes. When you stand up something that big, you need to work with the local utilities to ensure they have the capacity for what you're doing. While you can ask for more power later on, if the utilities can't supply it or the grid can't transport it, you're SOL.
You could in theory supplement it with rooftop solar and batteries, especially if you can get customers who can curtail their energy use easily. Datacentres have a lot of roof space, they could at least reduce their daytime energy costs a bit. I wonder why you don't see many doing solar, do the economics not work out yet?
I'd have to do the math, but I doubt that makes sense given the amount of power these things are drawing. I've heard of DCs having on-site power generation, but it's usually in the form of diesel generators used for supplemental or emergency power. In one weird case, I heard about a DC that used on-site diesel as primary power and used the grid as backup.
Compared to their volume they absolutely do not: you get about ~1kW / m^2 of solar. Some quick googling suggests a typical DC workload would be about 50 kW / m^2, rising too 100 for AI workloads.
Why is that? To do with the incoming power feed or something else?