It's not really captured heat, though, since the incoming photons are (mostly) not infrared. Solar panels don't cool off the surrounding area directly; they're mostly converting visible light into electricity.

Direct air capture is still really hard to do at scale for thermodynamic reasons. The quantity of CO2 in the air is very low (~420 parts per million), which makes it really challenging to extract. It's much, much more efficient to use the energy we're harvesting to just avoid emitting additional CO2 than to try to capture it, but that's hard to monetize. Direct air capture is mostly a grift/pipe dream at this point.