Unfortunately not illegal in most states (link below [1] )

Michigan law (where I live) isn't explicit about 'rolling coal' but does say to "prevent annoying smoke"

As a cyclist who goes on group road rides often, we get this treatment from hick truck drivers on a regular basis when out on county roads

257.707 Muffler, engine, power mechanism, and exhaust system; requirements; prohibitions.

Sec. 707.

(1) A motor vehicle, including a motorcycle or moped, shall at all times be equipped with a muffler in good working order and in constant operation to prevent excessive or unusual noise and annoying smoke. A person shall not remove, destroy, or damage any of the baffles contained in the muffler, nor shall a person use a muffler cutout, bypass, or similar device upon a motorcycle or moped on a highway or street.

(2) The engine and power mechanism of a motor vehicle shall be so equipped and adjusted as to prevent the escape of excessive fumes or smoke.

(3) A motor vehicle shall at all times be equipped with a properly operating exhaust system which shall include a tailpipe and resonator on a vehicle where the original design included a tailpipe and resonator.

[1]

https://www.insider.com/rolling-coal-exhaust-clouds-legal-in-most-states-2021-10#:~:text=%22Rolling%20coal%22%20%E2%80%94%20when%20drivers,that%20specifically%20prohibit%20the%20practice.