Users need to be directly and visibly be informed, if and when data of theirs will be transmitted to third parties.
As Google's ReCaptcha is based on tracking what websites you visit, what search terms you enter, correlating this data, and comparing this tracking profile of yours, it's quite problematic that the user doesn't even see any captcha anymore. With the previous captchas, site owners could keep pushing the legal problems to Google, partially.
But this new solution doesn't fit with the EU Data Privacy Directive in neither intention nor letter of the law.
IANAL, this is not legal advice. You can not use this in court.