CO2 isn't the only pollutant I don't want in my lungs. Hydrocarbons, nitrogen oxides, and particulate matter are moved from cities and reduced overall.
CO2 is one of the few pollutants I don't care about having in my lungs. There's already a bunch in there, and any additional amount that comes from external sources is going to be trivial compared to what I make on my own. CO2 is dangerous globally but essentially harmless locally.
Does CO cause harm beyond killing you if there's too much of it? It probably does, seems like everything causes cancer or something, but I'm not too familiar with it beyond the part where it displaces all your oxygen and suffocates you.