Funny you say that, the same thing happened to me. Where are you located? I'm in Australia. Never ever received a Facebook captcha before when posting a link and to make it more interesting, I was posting the link in a secret group on Facebook which only the invited members would see anyway.
Facebook have long used captcha barriers on suspicious links. The nastier of them won't even be able to be posted at all, a blacklist which included the Pirate Bay for a short period.
