Context. The surfaces of icy moons are primarily composed of water ice that can be mixed with other compounds, such as carbon dioxide. The carbon dioxide (CO₂) stretching fundamental band observed on Europa and Ganymede appears to be a combination of several bands that are shifting location from one moon to another. Aims. We investigate the cause of the observed shift in the CO₂ stretching absorption band experimentally. We also explore the spectral behaviour of CO₂ ice by varying the temperature and concentration. Methods. We analyzed pure CO₂ ice and ice mixtures deposited at 10 K under ultra-high vacuum conditions using Fourier-transform infrared (FTIR) spectroscopy and temperature programmed desorption (TPD) experiments. Laboratory ice spectra were compared to JWST observation of Europa's and Ganymede's leading hemispheres. The simulated IR spectra were calculated using density functional theory (DFT) methods, exploring the effect of porosity in CO₂ ice. Results. Pure CO₂ and CO₂-water ice show distinct spectral changes and desorption behaviours at different temperatures, revealing intricate CO₂ and H₂O interactions. The number of discernible peaks increases from two in pure CO₂ to three in CO₂-water mixtures. Conclusions. The different CO₂ bands were assigned to ν_3,1 (2351 cm^-1, 4.25 μm) caused by CO₂ dangling bonds (CO₂ found in pores or cracks) and ν_3,2 (2345 cm^-1, 4.26 μm) due to CO₂ segregated in water ice, whereas ν_3,3 (2341 cm^-1, 4.27 μm) is due to CO₂ molecules embedded in water ice. The JWST NIRSpec CO₂ spectra for Ganymede and for Europa can be fitted with two Gaussians attributed to ν_3,1 and ν_3,3. For Europa, ν_3,1 is located at lower wavelengths due to a lower temperature. The Ganymede data reveal latitudinal variations in CO₂ bands, with ν_3,3 dominating in the pole and ν_3,1 prevalent in other regions. This shows that CO₂ is embedded in water ice at the poles and it is present in pores or cracks in other regions. Ganymede longitudinal spectra reveal an increase of the CO₂ ν_3,1 band throughout the day, possibly due to ice cracks or pores caused by large temperature fluctuations.