If he does a decent job...ie puts the coal where you want with a minimum of hassle, a tip is a nice gesture. Its not required (hell, tipping is never "required") but its the decent thing to do.
As for him refusing it, that's just good manners. Sounds like it worked out for you.
I had a 2500 lb pallet delivered a couple weeks ago and tipped the driver because his off-loader was busted and he had to man-handle it onto my cement pad where I store it. He earned his tip that day.