The notion that smoke comes from the transmission system is silly of course, but what is the thought behind it? Answer: That transmission is wasteful. Transmission, even long distance transmission, is not bad compared to trucking the coal to a local plant, or to get short-term access to backup power. Or, more importantly, to the 60% energy loss in generating electricity by heating water and making steam to drive a turbine.
The video has the power plant as a puffing monster, belching smoke, and it is true that co2 comes out from burning fuel as with all combustion, the other pollutants can be removed if you want to. The soot is cleaned by electrostatic precipitators, but not "too clean". No cleaner than required by the regs, since it costs money to clean out the soot.
The mercury and the radioactive stuff should also be cleaned out, and why not just require that, or say that it is too costly. Why pretend, or plant in the public imagination via cartoons, that nothing can be done to clean up the exhaust?