According to
EPA and
EIA, about 67% of the electricity generated in the US was from fossil fuels (coal, natural gas, and petroleum). So use your logic, Tesla's are using electricity from big generator in power plants and 67% of them using fossil fuels!
Some countries who have much less natural resources use very high percentage of petroleum to generate electricity, which in fact using gas while your Tesla is charging.
Just remember coal is the leading fuel source for power plants representing 39% of the electricity generated in the US. But coal combustion is more carbon intensive and accounts for 77% of CO
2 emissions from electricity sector!