Air has a CO2 concentration of about 415 PPM (by volvume). 1 PPM would be 0.1% - you get an idea of how little CO2 is present in the air around us, and even this little is capable of creating so much trouble.
Now, the direct air capture efforts being attempted are trying to capture this weeny teeny bit of CO2 from the air and dump it somewhere. Imagine trying to capture that small drop that is less than a thousandth of the volume - you can easily see how difficult and energy consuming such a process would be.
But for all its idealism, direct air capture is perhaps still worth trying if we are not able to decrease the CO2 concentration in the air by any other means - better try everything rather being dead, right?
Now, there are point sources where concentrated CO2 is available. Power plants are one such example that have 4-15% of CO2 concentrations, depending on whether it is a coal power plant (12-15%) or natural gas power plant (3-5%) - a lot better than 0.04% in air. And power plants are one of the largest contributors to CO2 emissions worldwide. So it makes eminent sense to capture CO2 from power plant flue gases, but even this requires considerable energy/chemicals as the concentration is still fairly low.
And then there are industrial processes that emit CO2 with a concentration of 99%, almost pure CO2. The most prominent among these are industries where fermentation takes place - breweries and wineries. In an alcoholic fermentation, you get 990,000 ppm of CO2 - compare that with 415 ppm in the air around us. And most of this CO2 is currently ventilated.
While large breweries were capturing the CO2 and using it internally for carbonating their beer (the fizz), many small and microbreweries could not afford the cost of CO2 capture and they were simply ventilating it. But as the cost of CO2 emissions go up and so do avenues to utilize the CO2 for high value products - the breweries and wineries are waking up. They now smell money! And who would not wish to make money on the side while serving a cause
Here's an interesting first hand report from a winery owner on the CO2 opportunity - https://daily.sevenfifty.com/carbon-capture-during-fermentation-could-make-wine-a-negative-emission-industry/