Natural gas exhaust still has some particulates, carcinogens, and radioactive components, but is generally much cleaner than coal. Because it's in the gas / liquefied phase, the most harmful components of raw natural gas (sulphur and heavy metal compounds) can be largely processed out before burning.

With coal, these have to be scrubbed from the exhaust, which is more difficult and usually less thorough.

Gas-fired plants cause global warming.