The most likely reason for this is the Captcha is not shown/selectable.

A likely reason is that your organisation has a custom domain.  See How to add Captcha types with the custom URL?

Another possibility is that and older recaptcha is being used.  These are not longer supported.

• To fix, on the Merchant Facility Tab, under the field "Captcha Type" selected a different captcha type such as "No CAPTCHA reCAPTCHA".