Answer
This can be explained by the shapes of the $CO_2$ and $SO_2$ molecules.
Work Step by Step
Carbon dioxide molecules are linear in shape, because of the presence of symmetrical lone pairs on the central C atom. Therefore, the dipole moments between the C-O bonds cancel each other, giving a net zero dipole moment.
However, Sulphur dioxide molecules are bent in shape, so the S-O bond dipole moments donot cancel each other.
