This has the useful property of being regulation-exempt because it's already literally everywhere. Unlike "F gases", which have much more serious greenhouse effects and are regulated in the UK (and elsewhere): https://www.gov.uk/government/collections/fluorinated-gas-f-...
You could install your own CO2-based heat pump in a way you wouldn't be allowed to do with a F-gas based one.
OTOH, CO2 uses much higher pressures and so I'm more willing to DIY a F-gas based one. CO2 if there is a leak can cut a limb off. F-gas is generally not that high. I wouldn't want a leak/mistake, but CO2 is less personally forgiving.