Capturing as in storing? Simply knowing where the heat is/goes doesn't really make it easy usable. You can heat up water for example but what if no one need warm water there? Also often additional energy is useless just to move the heat away fast enough.

The point is that there isn't enough renewable energy for population centers right now. So every clean watt used for mining btc takes that clean watt away from somebody else. This is why reducing energy use is so powerful. Even if X% of your energy use comes from zero-emissions sources, all marginal energy use comes from carbon.

The only way that btc mining can truly claim to have no impact on global emissions is if it uses zero-emission energy that otherwise couldn't be used in some other productive way. And that, almost by definition, limits the use of the waste heat.