The big problem with a sunshade is that it would be an engineering project on a scale that we have never seen, and we're not really entirely sure it would work. It would cost at least $10 trillion USD and require launching nearly 200 billion small vessels and moving them into the L1 Lagrange point between us and the Sun. Each vessel would have a shade that covers 2500 m^2 with a total mass of ships and shades being 34 billion metric tonnes.

A sunshade just isn't feasible and all of those rocket launches to get it into position would just exacerbate the already pretty awful situation here on Earth, not to mention mining all of that material and building the rockets causing greenhouse gas emissions, and is there even 34 billion metric tonnes of material on Earth with which to make effective sunshades out of?

It would be a MASSIVE, MAAAASSIIIIIVE undertaking the scale of which Humanity has never seen to get it done, and we're not even sure if it would work. We're much better off focusing on solutions here on Earth, I think.

For those curious, here's a scientific paper looking into the subject that I used for reference on the numbers I used: https://www.sciencedirect.com/science/article/pii/S0094576521001995