Agreed in the case of Denmark... wind is not base load capable and base load devices are not intermittent capable. It is impossible to have a wind and coal, clean and backup cake and eat it too.
What I disagree with though is the premise about coal.... it may possible for it to be clean to burn but it is inconvenient and unsightly to extract and clean up after. The ash alone is a large problem let alone the scrubbed particulates and how to dispose of them and their concentrated toxic components. Dispersed things like arsenic aren’t terrible but when you concentrate them in a particulate collector they become a problem dont’ they?
On another related topic...Petroleum as a fuel source for vehicles is extremely clean when compared to electric due to batteries anther losses...etc. But that is another discussion.
Fly ash works well in cement compositions.