Websites can generate a "fingerprint" of your computer based things like your screen resolution, what the browser's capable of, the network information the packet came from, among others. It can then use this fingerprint to know which computer completed a CAPTCHA so it doesn't ask you again for some time.
Since going on a VPN changes some of these parameters, you simply show up as a different computer to the system.
so it only happened when you on vpn. so the vpn?