If they are flammable, even explosive, nobody has any protocol that could make storage of such volumes safe.
Dumb question for a non-engineer: couldn't they feed them back through the power plant again?
"They found that the concept is economically feasible and even improves the power plants' energy efficiency."
If that's true, and assuming the CNTs can be sold, sequestered, re-burned, or otherwise disposed of in a way that doesn't ... "exploit" their über-asbestos aspect, I'd think it worth doing on that basis alone.
The new extended electricity plant that produces nanotubes and burn them have the same maximal theoretical electricity output than a traditional electricity plant, but if the "energy efficiency" were true then the new method would produce more electricity.
The traditional method is something like burning the hell of the methane, use the heat to produce electricity and release all the CO2 to the atmosphere
The new method would be, bun the hell of the methane, use the heat to produce electricity, use the CO2 to produce LiCO3, use part of the electricity to produce nanotubes and LiO, burn the nanotubes and use this additional heat to produce electricity and release the CO2 to the atmosphere. The calculations are more complicated because the fumes have different temperatures, and other technical details.
But for me it's unbelievable that an indirect method that transform the CO2 to nanotubes and burns them ads "energy efficiency". I'd guess a 30% energy lost in each step.