Light bulbs don't burn coal or release CO2
Power plants might, – and might not
Moreover, the main off-peak evening-night time of use of lighting uses surplus electricity anyway, which is why night electricity is cheaper on time-based pricing
— and the same coal is in effect burned, given the fixed cycle night time level of base loading coal plants, for operative cost and maintenance reasons, which more than covers whatever bulbs people are using, or not using (see link)
As coal is by far the main CO2 source, that also applies to such emissions.
14 points, referenced, about the above and other reasons energy is not saved for society – see above link