Yes... but those things cost money. Money which would have to be taken away from the ruling elite or the peasants. Since the peasants have no money, that means it would have to come from the ruling elite.
Ergo...
It is entirely possible to burn coal for central station electrical generation and not have your cities look like that. Electrostatic precipitators, filter baghouses, and sulphur scrubbers are all mature technologies.
Yes... but those things cost money. Money which would have to be taken away from the ruling elite or the peasants. Since the peasants have no money, that means it would have to come from the ruling elite.
Ergo...