In the common case, yes, agreed. But again, it depends on how it's done. A lot can be done to increase efficiency and filter the smoke properly. I'm no expert but my understanding is that the technology in this area is well-established. Coal can be burned cleanly, and it's even economic to do so since more energy is extracted per unit fuel.

The main reason for refurbishing coal plants for other fuels or shutting them down entirely is that coal is terrible regarding CO2 footprint.