Yep! Moving air pollution sources somewhere else is always good (though coal is so much worse than gasoline that any increase in coal burning might be a net negative). This is one reason to be super excited about coal plant shutdowns: often coal plants (even “clean coal”) represent the largest point sources of PM2.5 in a whole region.
It’s worth remembering that this does have the effect of concentrating pollution. If a coal plant opens near you, that might be worse on your health than even a broad change to EVs. Happily, nobody is really building much coal anymore, and natgas/renewables are much better for air quality than either coal plants or gasoline engines.