Not all coal is equal. Some burns more cleanly, some is easier to extract and process
Though you make a good point it could be zero sum (or worse or better). Yet, it might be truly better to pay someone else to burn coal if its cleaner to process and burn compared to domestic supply.
The difference I raised is not necessarily dramatic. Mostly i wanted to point out the ease of extraction, processing, and quality are all variable. Context matters.
Consider oil for example, when the price is high then low productivity oil wells that need high amounts of processing becomes economical. Somewhat similar concept
FWIW, "global energy monitor" wiki has some interesting data: "Note that, perhaps counterintuitively, carbon dioxide emission factors are not necessarily lower for higher quality coals. For example, anthracite coal, which is the highest quality coal, produces more carbon dioxide per Btu than low-quality lignite. This is because anthracite lacks hydrogen, which is a small portion of the content of lower grade coals." [1]
