Why would heightened electricity demand increase the use of the most expensive energy source?

Potentially due to a shortage of electricity from cheaper searches. There is also political pressure to keep certain coal fired power plants open.

https://apnews.com/article/tennessee-valley-authority-coal-p...

Coal is expensive, but it's still cheaper than nuke and peaker thermal. If you want power fast and your state and federal government aren't worried about a few pesky environmental regulations you might see coal come back. Part of coals attraction is that it takes a lot of people to run a coal plant, and people need jobs. Those people vote and politicians like votes.