It's not political, just economics.
A few years ago (don't know if it's still the case) they were harvesting Scottish prawns or the like, putting them in a refrigerated container, sending them to the far east where cheap labour processed them, then putting them back in the container and shipping them back to the UK for consumption. Because it was (is) cheaper than paying UK labour rates.
So no surprise it's generally cheaper to buy foreign coal dug out by cheap labour and/or big machines.
Now if the government was to try and force 'us' to buy UK coal even though it was more expensive THAT would be political, and all hell would break loose