The problem with that is how dispersed carbon atoms are in the atmosphere.

Another option is ammonia, which is quite nasty to deal with.

We can start with non-dispersed carbon atoms coming off industrial processes. Green hydrogen and CO2 into methane

This is just one-time repackaging of the CO2 from fossil fuel combustion. It's not an answer.

there is no "answer". We will have industrial processes producing CO2. We have to deal with it, and that is one way.

Those processes have to be eliminated, yes. Now let's get back to talking about long term grid storage. Piggybacking storage on emissions that have to be eliminated obviously isn't a solution.

It's more expensive than hydrogen because you need to capture and store the CO2 of combustion. Extracting CO2 from the atmosphere as part of the cycle would be even more prohibitively expensive.