You could get environmentalists or governments to pay you to bury it. Carbon offsets already exist anyway. You can't avoid public policy when it comes to solving climate change, but if you can bury reserves of atmospherically-extracted hydrocarbons in the ground, that's an easy budget line item and not a massive fight that requires coordination among literally every industrialized nation.

I'm only being half-facetious about shipping the stuff to Mars; eventually, we're going to want to terraform Mars, and creating a greenhouse effect is going to be part of that.

Or you could make lubricants, plastics, vaseline...