We do this in Sweden already. Kind of. Look up LKAB HYBRIT

My understanding is that this has to do with the technique to make steel, so the product at the end is the same, but coal isn’t being used to produce it. The clean coal thing was a bit goofy where they were claiming a different end product (if I’m not mistaken it had to do with sulfur content, which is a cause of acid rain) but yeah, burning the coal itself is still going to produce a lot of greenhouse gases that are responsible for climate change/ global warming.