You're not crazy.
How many of these "experts" actually have burned coal to heat their own homes? Of course everybody knows some one who do this or did that and can tell you horror stories at great length!
I have a good friend who went to great lengths to tell me how dirty and inefficient coal is. Same story there, that person "knows" someone who switched to coal and it was a terrible experience, now they are living a life of regret because of it.
The facts are that anthracite coal is much cleaner then wood, both inside of the house and outside. No wood dirt on the floors, no bugs running around that were living in that log you just brought in, no having to bring in 1/2 of a cord when a snowstorm is forecast. NO SMOKE out of the chimney, no creosote and chimney fires, long burn times, I could go on forever, I've been there/done that.
Yes oil heat is easier, but you will pay dearly for the ability to control the temperature by just pushing the thermostat around. Coal is definitely more work, but the benefits far outweigh the effort needed. I still have people that look at me like I just sprouted a third eye in the middle of my forehead when I say I burn coal.
I've burned oil, wood, kerosene, propane, and coal heating this house. Coal is and always will be my first choice.
You live close to me, send me a PM and you can take a ride up and see my 2 stoves, including my Alaska in operation.