I thought they do? I'm not really sure, but I think that capchas also collect info about your browser etc... as well as identifiing you with some kind of "challenge", or am I wrong?
A captcha is just an image, usually generated server side, the response can be returned using a normal POST request.
Modern captchas like Google's Recaptcha V3, hCaptcha, etc. require a lot more than an image. They track your reputation score, fingerprint your browser, OS, hardware, window size, installed fonts, analyze your mouse movements and probably more.