For example you can do extensive reforestation enabled by water from desalination plants. Running those is energy intensive, but you sequester carbon in the living trees. But the sand and rock off the current Sahara reflect a lot of light right back into space. Trees capture more sunlight, turning it into heat that can be trapped by greenhouse gases. In the other hand trees bring moisture into the air, causing clouds, which reflect a lot of light. On the other hand, desert sand picked up by wind also reflects light.
It's a web of complex interactions that all approximately balance out. I'm not saying it's impossible to make it work, but you end up with supremely expensive projects with very uncertain benefits