Concentrating atmospheric CO2 involves increasing the concentration from approx. 400 ppm, to a higher target concentration. That's 0.04%. There is no way around the energy input requirement within the basic, universally applicable and virtually undisputed laws of thermodynamics. You can make your process as efficient as possible, but there is a minimum energy requirement (theoretical limit) that you can calculate on a per unit basis for atmospheric CO2 capture that is very, very, very high.
For that reason, industry captures CO2 at point source (you start from a higher concentration). Unless you have zero access to point sources, point source capture will always be more "Environmentally Friendly" than atmospheric carbon capture.