Our approach is basically that everyone pays according to the spot prices on the common Scandinavian
Nord Pool Spot. I would say that places like California are a lot more regulated when it comes to electricity sales. (My brother who partly lives in SF keeps telling me about how the utility company paid for their washer/dryer because the utility company get paid based on how little electricity people use. That wouldn't happen here.) Nord Pool is by no means a monopoly - we have some electricity companies that are owned by specific cities and municipalities, but pretty much all the electricity companies compete on Nord Pool on equal terms.
I would agree that evaluating the margin makes sense when considering circumstances that you are in control of, such as whether to work an extra hour, because one can assume that you will add activity to the margin according to your priorities. However, you are
not in control of other people's electricity consumption, and the grid as a whole will not add loads to the grid according to how rational each lead is,
unless the cost is based on the last load added. I'm sure you know, but it is worth saying out loud; how the system works is that if I buy an EV and add it to the grid, the price for electricity will go slightly up, and this increased price leads to everyone else cutting their consumption a bit, according to how much there is to cut in their consumption. This demand is not completely flexible, so you end up with a bit higher total consumption, but not as much as the electricity consumption added by the EV, either, as the demand is not completely inflexible. This system treats all consumption equally, and ensures that you get a homogenization in the priorities in the grid. For all intents and purposes, each customer needs the power equally, as the higher price point does not cause them to cut consumption.
When everyone needs the power they consume equally, why should one lay the blame for the pollution at the margin at the feet of anyone in particular? I don't have any extraneous consumption to cut, and no one else has either.
This is what my earlier examples try to show. If, and only if, you had a system that distributed electricity unequally, it might make sense to blame the pollution on the marginal loads, but no electricity grid that I know of works that way. Mostly because it would be ridiculous. Electricity consumption would be much higher than in the current system, and you would have new customers suffering on the margin while the earlier customers waste electricity precipitously.