I noticed that, too, and I can tell you from experience, that burning coal is not "clean," in any sense of the word. Unless you have converters, filters and very tall smoke stacks like a commercial building might have, coal is dirty and it stinks. It does, however, beat wood for BTUs as it's very dense. Hard coal is, anyway. Soft coal is even dirtier, in my experience.
Coal is not a renewable fuel, but then, neither is gas or oil. It's fairly cheap even if it isn't easy to come by everywhere. It takes a special stove to burn in because wood stoves usually have too big of a box to transfer heat efficiently to the stove walls and from there to the room. You have to have coal grates, too, because coal will burn through wood grates quickly.
I know that some people like it, but it would not be my first choice of fuel.