> So why is methane as feedstock a problem?

There is inevitably leakage, and if even a small fraction does that it negates any global warming advantage on relevant timescales.

Methane in the form of natural gas is piped all over almost every city in North America, at least those areas where people need to heat their homes in the winter.

Any leakage from a pyrolysis plant is going to be negligible compared to what's undoubtedly already leaking from gas infrastructure installed in the 1950s (or earlier), as well as the continual accidental leaks caused by excavating.