The CO2 used to create dry ice is either derived from the atmosphere or is a byproduct of other chemical manufacturing. Thus, the net carbon footprint is quite low.
Using chemical solvents for cleaning or to remove finishes introduces substances to the process that can be toxic and represent potential hazards as well as increased disposal costs.
In most cases, the finish being removed exits the substrate surface in large pieces, not fine particles that cause inhalation hazards. Generally, the chips can be vacuumed or swept up and disposed of properly.