Another factor is that natural gas turbines can be turned on and off more quickly than coal fired plants. This is because a gas turbine is literally burning the gas in the turbine, it's akin to a jet engine on an airplane you can throttle up and down. A coal fired power plant is really a boiler that creates steam, and then the steam is fed through a turbine. Heating up all the water to make steam actually takes a long time.
In an era of renewable energy sources (solar, wind) that fluctuate more unpredictably, having that "dispatchability" is really valuable.