ReCaptcha and similar messages are not handled by WordPress, but by the browser - if you change the browser's language the message will change as well.
We do understand what you mean and why that happens.
As my colleague mentioned, these types of strings don't come from WordPress but from the browser itself so they will automatically show up in the language of the browser.
These strings can't be translated with WPML because they are not coming from the site but from the browser.
They will show fine to people that have their browser in their own language.
Mihai Apetrei
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