Exactly. We want this to be as simple as possible for folks to add to their existing trucks, so it's easiest for us to store the captured CO2 inside our device on the back of the cab.
In addition to the sibling answer, CO2 is both a gas at any sensible pressure for a diesel tank, and has more molecules (and mass) than the constituent fuel.
This adds up to more volume than the original diesel— a lot more. There's no actual efficiency to be gained here, especially since trucks are more constrained by mass than by volume.