As far as I can tell, coal is middle of the pack in terms of energy efficiency [0] and less than half of the energy is captured as electricity, which doesn’t seem particularly incredible in relative or absolute terms.

Although comparing fossil fuel efficiency to renewable energy efficiency is a bit odd in one sense because while you’re technically wasting energy with renewables, there will always be more tomorrow, at least on human time scales.

[0]: https://www.pcienergysolutions.com/2023/04/17/power-plant-ef...