The amount of downballot strength that Democrats retain in WV is pretty remarkable.
It's clear that they want to vote Democrat and feel like they can't because of coal jobs.
I also wonder how much abortion/guns have to do with it.
The Democratic Party has supported abortion rights and increased gun control for decades now. The opposition to coal is more recent. I think it's pretty clear.
Ancestral Democrats who largely ignored those issues and/or didn't but still saw Democrats as better anyway are dying out though. Current West Virginians are more likely to not only be socially conservative, but vote like it. Note West Virginia is not a particularly religious state, certainly not compared to the Deep South, but it's still socially conservative. There's also things like immigration, not even just abortion and guns. And yes, obviously coal is a large part of it, probably the single largest but there's more to it than just coal.