Anyways, even for the part that comes from coal, there's still an advantage for big cities. The fossil fuel isn't burnt where people live and breathe, but outside of the city, increasing health considerably.
[1] https://www.bmwi.de/DE/Themen/Energie/Erneuerbare-Energien/e...
Also note that many countries in the world don't exclusively get power from coal, and that amount is certain to go down in the coming years, dramatically so in the coming decades.
Most places don't use strictly coal for electricity generation though.
https://youtu.be/hf15nMnayXk?list=FL68WumAcUAWIBaxczXoR-1Q&t...
The reason is that combustion engines - even modern ones - are very inefficient and lose most of the energy they produce to heat. Large coal plants are efficient by comparison, and EVs themselves are extremely energy-efficient even when considering grid losses etc.
(I'm not advocating the use of coal energy to power electric cars, just mentioning that there are more aspects.)