But burning coal just creates CO2, which every animal breathes out anyway?
Not quite. There is a CO2 cycle similar to the water cycle. Basically plants/algea absorb CO2 from the atmosphere then animals eat those, burn it and release it back in a somewhat balanced way.
Burning coal and other fossile fuel is adding large quantities of CO2 to the air that were previously stored. And it doesn’t take a lot of CO2 to mess things up (we only messure it in parts per million). So just burning the stored coal almost doubled the CO2 in our atmosphere, which is a big deal.
On the other hand, adding a few lake superiors to the ocean is literally a drop in the bucket.