Permanently buying fuel from abroad means a permanent drain on foreign reserves. Using indegenous resources avoids this loss and boosts domestic economy. Of all the foreign gas options, the Iran deal is on paper the best.
Modern coal technology is nothing like the 1950's technology that most current coal powered stations use, and there is still room for improvement.
Pakistan is a big country with a high population. Even Iran also uses other fuels to supply electricity. But using only coal is another thing. And coal is the most polluted fuel. developed countries are moving toward to remove it