Doing the math, methane is around 30x worse than CO2.
So say you pulled down 30 units of CO2 and 1 unit of Methane leaked (3%), you’re back to square one. Not to mention the Methane will be burned into CO2 again so this closed cycle isn’t so closed.
This is a good point: you need to get your methane leakage rate below 3% in order for synthetic methane to improve the climate-change situation rather than making it worse. Probably the easiest way to do that is to convert it into a liquid fuel, like methanol as I suggested upthread, kerosene as I suggested in a different comment, or ethanol.
At the point where you are doing enough direct air capture of CO₂ to supply a substantial fraction of the world fuel demand, you're also doing enough direct air capture to capture a substantial fraction of world CO₂ emissions. At that point you can just pump some of it into natural gas fields instead of converting it to CH₄.
So say you pulled down 30 units of CO2 and 1 unit of Methane leaked (3%), you’re back to square one. Not to mention the Methane will be burned into CO2 again so this closed cycle isn’t so closed.
This study suggests up to 9% is leaked currently:
https://news.stanford.edu/2022/03/24/methane-leaks-much-wors...