I don't think that's really true. I though coal is quite slow at ramp-up. Gas (sorry, UK English, I mean gaseous hydrocarbons like propane) is much more responsive. Coal is cheap (especially if you already have the infrastructure, built when labor was cheaper), that's its advantage.
Anyway, even coal is more efficient than car engines. IIRC, coal is something like 60% efficient (and it really can't get better, due to the laws of physics), cars are more like 30% efficient. OK, coal power still needs to be distributed and then there's some loss in the electric engine, but it's minimal, and petrol also needs distribution. Thus, coal creates less carbon emissions than petrol.