Coal is not just pure carbon. When you dig it out of the ground there are lots of minerals mixed into it. For example Lignite contain 65-75% minerals and only 25-35% carbon, while Anthracite contain 3-14% minerals. When you burn this coal the minerals will form various other compounds that the power plant need to deal with. Some minerals such as sulfur are responsible for acid rain. Some minerals are radioactive and spread a cloud of radioactive smoke from the chimney. Heavy metal minerals tends to form toxic ashes. Other minerals can create glass like ash which clog pipes or erodes them away.
Some coal is illegal to burn without filtration in place. Some damage the power plant unless it is made for it. And some are just uneconomical because it is hard to get rid of the toxic materials from the coal.
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