The DPRK has no shortage of coal. It's one of their export products. They currently produce 35 million tons a year, and only burn 10 million.

While not commonly used in the rest of the world due to abundant oil and gas supplies, coal liquefaction and gasification are relatively simple and proven technologies. Having coal provides a (somewhat dirty) source of gas and liquid fuels, if utilized for that purpose.

Apparently, electricity is considerably more valuable in DPRK than the opportunity cost of shutting down the entire country overnight. I would think that the factories producing tractors and equipment for converting non-arable land into cropland would be a sufficiently high enough priority to justify burning some excess coal, but apparently not.