Of course it's a thermodynamics problem. It takes less energy to split a hydrocarbon chain into CO2 + Water than it does to capture the CO2 out of the air and turn it back into solid carbon.
In essence, what we have to do is "all the energy output since the industrial revolution--do it again (plus then some), except this time instead of building civilization, capture co2 out of the air. And you must get all that energy from clean sources."
"Growing massive tropical rainforests" just means "inefficiently use solar energy (via photosynthesis) to bind carbon out of the air". We could do the same with solar panels and a carbon-binding chemical process.
But the issue is, again, the sheer magnitude of the problem.