Sometimes, the underground reservoirs that store natural gas explode. Drilling wells into them makes this more likely. When wells explode, the gas generally ignites, making a spectacular flame that can be seen for miles. Aside from the loss of valuable fuel and equipment damage, well explosions generally aren't too big a problem for people living nearby.
One less noteworthy effect of a well explosion is that the CO2 generated from the combustion of the methane is carried high up into the atmosphere by the heat of combustion, where it is mixed by high-altitude winds (routinely 100 MPH).
One plan for CO2 sequestration from coal-fired powerplants is to inject the CO2 into old, empty gas wells. Like the methane, the CO2 is in a supercritical state in the well -- not so much a liquid as a very dense high pressure gas.
The difference between CO2 and CH4 comes when the well explodes. CO2 does not start a fire. Instead, it expands, and cools, and the cold CO2 will flow with the wind, against the ground, eventually dissipating.
A 1 GW (electrical) coal-fired powerplant will burn 2.2 GW (thermal) of coal (because it's about 45% efficient). That's about 7000 metric tons every day. It will produce 4.7 cubic kilometers of carbon dioxide per year, at standard temperature and pressure. That CO2 is fatal to mammals at concentrations greater than 4%.
So, if a sequestration field explodes after 10 years of sequestering the output from a 1 GW coal plant, it will create an invisible blob of CO2 that will be at least 7 km across before it dissipates to the point of being nonlethal.
Think about this thing for a bit. CO2 inhalation is fatal within a couple of minutes, and I suspect it is disabling well before that. Who is going to detect this blob of gas before being overcome? You cannot see it. You cannot run from it. You cannot stay indoors to escape. You cannot start your car to drive away from it. As the wind wafts it across the scenery, it kills every animal in its path. It could go for 50 kilometers or more before wind shear mixes it with enough air to become safe.
Not in my back yard, if you please.