Depends how much carbon dioxide they would be storing.
Greenhouse gases are actually quite important. Average air temperature at the moment is around 15C or so.
If greenhouse gases were totally removed it would be -1C. So i am sure that the removal in large quanities could be quite dangerous.
Ironically it could be as a dangerous as global warming itself lol. As an increase in temperature by a few degrees can detrimentally effect the earth while a cooling would have the same effect.