I'm guessing that the overall costs to use them as power sources is somewhat more complex than "What if I put a bunch of coal in a pile and lit it on fire?"
They're quite distinct energy sources anyway. You refine oil into petrol and it moves cars, whereas you use coal to generate electricity. No matter how cheap coal is I'm not sticking it in my Subaru. There might be a small amount of diesel-fired electricity generation, but it's not a major contributor to the energy mix and it's more for remote locations.