Are there any consequences to carbon capture and storage that also sequesters oxygen?
No, I think there are not. At least not at the scale of the proposed projects. I say this just because $\text{CO}_2$ makes up only a 0.04% of the atmosphere, so even if you burn fossil fuels until you double the pre-industrial amount of CO$_2$ and then capture and bury it back (both the Carbon and Oxygen). You would only drop Oxygen levels from its current 20.95% to 20.91% or something like that, which is not very significant. In a closed space like your bedroom for instance, you would probably make a bigger change in the Oxygen level by just breathing inside for a few minutes.

Also, many chemical reactions that sequester Oxygen and are sensitive to its concentration (oxidation and combustion for example) would work towards keeping equilibrium: they will slow down if there is less Oxygen allowing the concentration to bounce back. Or they will accelerate if there is too much Oxygen, dropping the level back down.