However, the overall funding gap is likely much lower (perhaps in the hundreds of millions) than for clean energy R&D (which is in the tens of billions) and so diminishing returns will set in earlier. Thus, while investing in this is quite cost-effective, there is an upper bound on the benefits (low benefit-costs).
citations here: https://lets-fund.org/clean-energy/
The gross global warming effect of pollutants that you are mentioning is low compared to CO2. Methane emissions amount to around 16% of CO2(e) emissions, and NOx emissions amount to around half of methanes. Refrigerants and others about 2% so far, though they could get worse if not better controlled (which seems to be drawdowns case).
The IPCC highlights CO2 because it is the main problem which has to be dealt with.
[1] https://www.ipcc.ch/site/assets/uploads/2018/02/SPM.02_rev1-...