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One of the biggest differences between the modern and fossil coelacanths is that the modern ones are deep-sea, cold-water critters, and the ancient ones we know of were shallow water sorts, some (most??) of the freshwater, not seawater species. Deep-ocean fish, even if they do fossilize, are pretty unlikely to be found as fossils, as there isn't much deep-sea sediment around on surface to dig in.