As has been mentioned, the boilers themselves do not heat up that quickly; however, you _also_ have to mix the pulverized coal with hot air and then pump it

As has been mentioned, the boilers themselves do not heat up that quickly; however, you _also_ have to mix the pulverized coal with hot air and then pump it into the firebox for combustion. If you're coming up from a cold start, you're going to need to pre-heat the air, probably with electricity and/or natural gas. With this in mind, it's not so much that they don't generate power right away, it's that they don't generate enough power to overcome the cost of their initial inputs. From a power plant perspective, you aren't "started" until your output power is larger than your input power.