The methane will eventually break down in to CO2 on it's own, so whether your burn it or not you'll get that CO2.

However before it breaks down methane is a wildly more potent greenhouse gas. It still takes decades to break down, during which time it's going to be multiple magnitudes more impactful that the CO2 it will eventually become either way.

Methane has roughly 25x the warming power as CO2, but burning 1kg of methane only produces a bit over 2kg of CO2

Burning methane that would otherwise be released into the atmosphere is a good thing.

Better yet to actually use it for something that will offset fossil fuel use though.

I think they burn the various CFCs and HFCS they extract from old refrigeration units for similar reasons.