The thing is, a large scale fuel burn plant can do a lot better exhaust filtering for the stuff that is not CO2. The exhaust treatment stacks of a power/heat plant are insanely complex... you have particulate scrubbers that filter out soot and other particulate matter, sulphur scrubbers, NOx catalytic converters, after-burn stages for carbon monoxide, activated charcoal filters for organic residues. Unfortunately the Wikipedia article is only available in German but it gives a pretty good rundown (https://de.m.wikipedia.org/wiki/Rauchgasreinigung).

Your average small-scale boiler has nothing of that.