It's expensive and there is other issues like getting indemnification similar to the nuclear industry. There was a plant in Florida ready to do this years ago but that was the hold up. There is no insurance available if say for example there is an earthquake and this gas escapes from it's underground storage and asphyxiates 1000 people.... and yes CO2 can kill you in large doses and we're not talking about CO poisoning either.
CO2 is not as bad as CO, with CO2 the cure is fresh air. With CO you're screwed because it bonds to the hemoglobin in you blood, even immediate medical attention will not help given enough exposure.
Another factor is cheap and plentiful natural gas, because of these low prices they are investing in NG fired power plants which have a lower CO footprint.
There is other techs too , personally I would suggest they will be using algae to capture it and produce bio fuel. It's perfect feedstock and this will effectively recycle the CO2 eliminating the output from the power plant.