I think the best answer to this question is probably to start by looking at what powers watermills and its scalability. Yes, water, but more specifically water with a good enough flow rate to provide enough sufficient power. In Britain, most of the areas where those flow rates exist are located in less densely populated areas due to a variety of reasons (climate, poor soil, mountainous, etc.). These areas were thus more suited for the smaller scale, early industrial development that revolved largely around processing animal/plant products like food or textiles, which happened to be exactly what Britain excelled at, thus helping to kickstart proto-industrialization. Because Britain also did mass colonization and had substantial global trade networks, fairly early on it became more important for city development in Britain to be located in places that had easy access to these goods.

Secondly, as coal power became more readily available, transportation for it did not become as readily available at the same rate. Mass transportation of goods had to start from scratch when there were no train lines, so the most efficient way to develop was nearby a resource that was needed. Human settlement tends to occur near our most important resources, and in places like Britain, where water is not so scarce that most places are ok to settle, human settlement will next tend to occur in places with advantageous geographic/geologic conditions. (If this topic interests you, I suggest reading books by David Harvey, a Marxist geographer)

Third, Britain was just very fortunate that many of its coalfields also happen to exist in areas that were already settled for other advantageous reasons. This is why that although there are some places in Britain that have been devastated by the move away from the coal industry, you see many more of these places in the United States. The difference is that many of the devastated, once primarily coal industry cities/towns in the US were only settled post-colonization pretty much exclusively due to their direct access to coal and ability to move it to distant population centers.

Read fossil capital by Andreas Malm. It discusses exactly this