What has been the result of the change from coal to oil and natural gas as a major energy resource?
Less NOx and SOx emissions.
Since coal includes some N and some S (for example in Canakkale, Can lignite has approximately 5% sulfur in it), when you burn it you emit notable amounts of SO2 and NOx. These gases create acid rain, loss of monuments, health, forests, etc.
Natural gas, however, contains almost 100% CH4. Yes it can contain some impurities but not as much as the impurities in coal.
Therefore, when we convert our thermal power plants, heating systems, etc. from coal into natural gas, it is clear that we emit less sulfur dioxide and nitrogen oxides.