Probably just because of the timeframe. The first campaign start point is quite a few years after those designs were badly obsolete and headed for the scrapyard. If you want to start in 1860, you'd need to add mechanics for wooden ships and such. (I wonder if some of that could be adapted and brought in from Ultimate Admiral: Age of Sail).
Coal is a pretty abundant resource. Any nation that was building major warships in the late 19th / early 20th centuries was industrialized at least to some extent and would have ready access to coal, at least in their home ports.
Oil on the other hand...
I like a lot of things about RTW2, but the fact that the AI nations never go to war with one another on their own is kind of game-breaking IMO. Frequently that leaves me in an eventually boring routine of "beat up on France, make peace, repeat."