Because coal is the cheapest source of electricity that isn't banned in the USA.
China is building lots of new coal generation, but also lots of new solar so coal use will be reduced during daylight (not the way a coal plant wants to run, but they'll adapt)
Give it a few more years and data centers with onsite coal will look like a genius cost cutting idea. Never mind all the pollution.
[1] https://ieefa.org/resources/nowhere-go-down-us-coal-capacity...
The numbers keep getting worse. Building "onsite coal" is more expensive than solar and storage, but now it needs more expensive fuel and you need to dispose of the toxic coal ash which won't be free either.