An aging, polluting coal power plant in Missouri was headed for retirement this year. But because the region’s grid operator needs the plant’s electricity to reduce the risk of blackouts, it likely will keep running for several years longer. The push to delay the closure of the Rush Island power plant, a 46-year-old generator south of St. Louis owned by Ameren Corp., AEE -0.78%▼ shows the difficult decisions that utilities and power grid officials face as projected electricity shortages threaten many parts of the U.S.