Clean in the city, most of that power is still from coal, just further from your tailpipe. You are just moving numbers around.
Not to mention it allows us to make policy decisions about where our energy comes from at the source without changing anything at the consumer side. If we find out that <energy source> is unhealthy, unsustainable, running out etc... We can change one power plant rather than millions of autos. If OPEC turns the taps off, we aren't all suddenly paying twice as much to drive to work.
But I bet you already knew that.