Weird. Well, usually those captchas come up with you are using a common spam proxy/vpn service, you have something on your PC botting and you don't know it, or I guess maybe you're just too quick.
I'm sure a mod will clarify. I tried!
CAPTCHA can also be requested if you've had several failed login attempts before. Looks like you were able to log in successfully this time, so everything should be okay.
This Captcha thing seems normal for random security checks, which started recently - couple of weeks ago, may be months ago. I don't remember when, really. I used to get the security check when I am on a new internet network connection or when my own connection falters. I feel it's nothing to worry about. It's just a reinforcement of the website security.