That doesn't matter if you made the methane by extracting CO2 from the atmosphere. Then you are just putting the CO2 back from where you got it.

The bad part with burning fossil fuels is that you are putting carbon in the form of CO2 into the air which was previously locked under ground in the form of coal/gas/oil. If you are burning carbon that you extracted from CO2 in the atmosphere, there is no such problem, assuming you didn't use fossil fuels to extract that carbon.