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This is one of the two layers that can be present between the soil layers and the first cavern.
The other is called igneous extrusive and is usually present around volcanos and such.
It has a completely different set of stone types and most ores are also different.
https://dwarffortresswiki.org/index.php/Stone_layers
https://dwarffortresswiki.org/index.php/Sedimentary_layer
https://dwarffortresswiki.org/index.php/Igneous_extrusive_layer
In most places, the sedimentary layer is the norm, and when you embark across several biomes it is likely that at least one will have it.
I'm not saying I am having trouble mining for it, I'm saying two embarks in a row, the game generated a location with zero tiles of bituminous coal or lignite anywhere.
Both maps had sedimentary layers, that was not the issue.
To be clear, I used the "prospect all" command to check.
Your map has an igneous extrusive layer instead of the more common sedimentary layer (that is the only layer that can have bituminous coal and lignite).
It is likely related to "where" you embarked, and the most common stone in layers above the first caverns are made up of rhyolite, basalt, andesite, dacite and/or obsidian.
Huge or unlimited quantities of fuel are only really necessary if you want to precisely train every smithing skill to max so every random item in the fort is the same material and has a matching masterwork tag, or for something gimmicky like a fortress where everything is made out of glass. Almost everything you'll ever need could be made out of stone instead if you're trying to conserve wood and fuel, even carved straight out of metal ores if you really want to put that platinum nugget to use.
Coal isn't such a problem, usually. Not having iron when you want it is truly grim. Your main issue will always be not having storage and job sites close enough to each other, since moving ores is a huge hassle and magma is (typically) far away. Charcoal and coke store densely and are very mobile, so most of the time I would really prefer them.
Considering that my usual search parameters are heavily wooded, wilderness (not calm or untamed wilds), river, sand, iron, flux stone, and must have humans, elves, and goblins as neighbors I might go through a dozen worlds before I find one to hog wild with (which is why a lack of lignite barely rates as a problem for me). Since elves care only about the number of trees and not the volume of wood you collect, areas that support towering trees not only supply you with tons of fruit but make it easier to put up with the elves trying to tell you what you can or can't cut down.
Keep in mind that while elves are obnoxious, prancing busybodies, they also don't seem to care about giant mushrooms in the slightest, so if you're okay with slow-rolling your metal production for a couple of years, go ahead and dig stairs down to breach the first cavern, then seal it up (until you've got some trained militia to deal with incursions), and then make use of that deep soil you had by digging out your own caverns that are 3 z-levels deep, or just wall off a reasonably-sized section of the actual cavern and expand its roof to get the clearance necessary for giant mushrooms to sprout. ...and yes, it's a bit tedious to channel down from the irregular roof of a cavern one stripe at a time, so I generally just dig stairs up in a large cubic region and then remove the stairs one layer at a time (being careful to not drop stairs on anyone).