CO₂ is far more soluble in water than O₂. The problem is the amount of CO₂ in air. Air is only about 0.0407% CO₂. There is just not enough of it. Dissolved gases compete with each other so even though CO₂ is more soluble it does not compete for space with O₂ and N₂ that dominate air.
That said the ocean has a lot of CO₂ but there is a lot of ocean.