When you are rich, you can spend a lot more to do all of these things, but when you are poor, coal is often the only option because it's all you can afford. For a lot of nations, upgrading to natural gas is a dream that is unavailable due to the cost, and the same nations lecturing poor countries about the harms of coal are also bidding up the price of natural gas as well as oil to make it unaffordable to the rest of the world, effectively forcing the third world to burn more coal.