Once you're on the surface you can sink a fair bit of heat into the ground. The issue in space is that you can't do convection, and there's nothing to conduct to, so you're really just left with giant, inefficient radiators.
Also, if you want to actually turn heat into electricity with a turbine, then you need the ability to heat and cool your medium repeatedly [1]— locating power plants on shorelines is very convenient for this, since you have a heat source from your combustion, nuclear reaction, whatever, and then a functionally bottomless cooling source in the water.