Once you realize this it’s way less confusing, and in fact it even clearly states the instructions at the top of the CAPTCHA. But it’s super confusing and definitely a usability nightmare.
The goal, as I see it, is to increase the number of round trips to google required to solve a CAPTCHA, in order to increase the cost for those using CAPTCHA solving services.
These Google CAPTCHA's are deployed all over the internet, but you mostly won't notice them until you use a VPN. When you do, you get them at what seems to be their strictest setting: multiple rounds of 'click the object that is a car/storefront/road/mountain/road sign/bus/river', where all pictures clicked are replaced via a fade-out-fade-in that lasts about five seconds before you can continue evaluating the new picture.