I have to disagree with the yields being different. I achieve on average 20% yields and higher with my apeks extraction system. Of course this all depends on the quality of your flower, extraction parameters, strain type and cannabinoid percentage of your starting material. But they should be relatively the same for both. The cool thing about CO2 though is you can really pin point what essential oils you want to extract unlike other conventional methods. For example I'm able to fraction out pure
terpenes first, then my cannabinoids second without extracting any of the fats, lipids or waxes out. By doing so, I'm also able to make pure/clear CO2 shatter if my starting material hasn't been decarboxylated first. And if it has been, I'm able to make a clear and clean distillate looking material that's taken straight from the colection cup without any post refining. This requires very specific parameters for you temperature and pressure to achieve though.
Also THC is definitely soluble in CO2. That's how it's able to essentially get extracted in the first place. Only liquid or supercritical CO2 can act as a solvent. The other two phases (gas & solid) do not act as a solvent, but the gas penetrates through the material. That's why supercritical CO2 is able to extract twice as fast as subcritical because it takes on both phases of gas and liquid at the same time, thus passing through the material with ease and dissolving it at the same time.