If the energy source is coal

Comparing one fossil fuel to a worse one is not a valid argument. Electricity generation is being pushed towards nuclear and renewables for the foreseeable future.

You don’t have to know what the need is today. But knowing how ridiculously expensive it is to install later should be all the warning people need.

Humans don't need any additional gasses to survive. The only reason we use methane is that it was once very cheap and we didn't know how bad it was in the longterm. All of our other needs are met by electricity (energy), water, or a trip to a store, if for some reason the xXxBox9080 needs a compressed gas cylinder in 2030 you can go pick it up. Throwing resources in a literal hole in the ground today because we might find a use for it tomorrow is not good planning.