In addition to capture, there's also simply efficiency — those same factors cut into how much power is obtained from a particular quantity of fuel and a large professionally-maintained facility which isn't weight/size-constrained should be much better there. If it's going to be burned, we should get maximum value out of it.
The other big win is time: if I buy a conventionally-fueled car now I'm locking in its use of fossil fuels for 15+ years unless there's a major improvement in biofuels whereas if I buy an EV in many states I can at any time switch to 100% renewable electric charging. A non-trivial percentage of EV owners will consider that option over the life of the vehicle and that opens the possibility of policy makers making a substantial change without needing to coordinate with millions of people: bring wind, solr, geothermal, nuclear, etc. capacity online and you have a guaranteed day one reduction in the CO2 generated for transportation.
It also moves the emissions away from where people live for the most part. Not as much a win with CO2, but gas cars spit out a lot of other nasty stuff too.
Your fossil fuel burning electrical generation facility can be equipped with things to capture emissions. So can a fossil fuel burning car, but the car needs to be small, mobile, and light weight and that limits how much you can capture emissions. The electrical generation facility doesn't have those constraints.