Shouldn't we first capture CO2 right at the source, where it's emitted, as there is a higher concentration? After that sort of low-hanging fruit is taken care of, I can understand further capturing CO2 from the atmosphere at large.
Why would we want to wait until the one is completely done before starting on the other? There are plenty of people to work on both at the same time.
Efficiency. Capturing it at the source is much more efficient both in terms of dollars per ton and also in terms of energy per ton.