Each CO2 heat pump has at most a few kg CO2 inside. US per capita annual CO2 emissions is ~14 metric tons.
A heat pump locks away a few kg of co2. While (more importantly) lowering the other side of the equation.
I'm not advocating it as a one stop solution to climate change, just that it does in fact sequester a few kg of co2.
I suppose technically you are correct: a vanishingly small amount of CO2 is captured temporarily in units like these. It just doesn't matter for the issues where we need it to matter.
An LED bulb saves ~5kg of CO2 a year v an incandescent. Is switching to that led bulb worth it? or is it too small to matter and not worth doing?