Of course, "always cheaper" in this case means less money up front, but much, much expensive more down the road than the initial cost.
Of course, the down the road cost isn't usually that visibly connected to the "make it illegal" plan, so conservative governments love it.
Well the first step is to reduce or at least drastically eliminate the amount of CO2 that is being released in the first place. Removal of carbon from the air is necessarily going to have to be a down the road plan. It literally cannot happen to any scale if we are still relying on fossil fuels in the first place.