there's no (thermodynamics issue) with the idea that it would take less energy to capture CO2 and store it somewhere than the CO2 released in that energy's production.

That's the issue, we don't have the technology to do that at scale, the law of thermodynamics looks far away at a micro level, but at the macro it teleports behind you and sucker punches you

It's all about scalability and its relationship to the law