The obvious solution here is to use resulting heat for heating. Humans live in a lot of places where you need heating to survive anyway. Currently we use 'dumb' heating, where heat is generated without any useful computation. This can be painlessly replaced with 'smart' heating, when heat is a result of mining. Any home appliance like iron or heater can do some useful work (and even earn some spare change while at it).
Heating with electricity is pretty expensive / inefficient.
This is going after symptoms instead of trying to tackle the real issue - we should find / use a better solution than PoW (such as PoS) for decentralized currencies.
If you are worried about global warming, you don't really have alternatives to heating with electricity. Or you suggest burning some gas, releasing all that CO2 into the atmosphere?