Would I pay a slightly higher cost to prevent thousands from dying? Yes. In fact I question the humanity of anyone who can and would choose not to. Alternatives to coal have existed for decades now.
Arguably I’m already paying this cost since my utility uses virtually zero coal. I already do everything I can to detach myself from the stuff. But you’re right that it’s embedded in some things we buy. That needs to change. Pressuring these insurers could help.