It's bound to be a third party blocker like one for ads or pop ups, pop unders, it could even be that recaptcha.net or their ip is blocked by the users firewall...etc
This is the only other issue i've seen with recaptcha:
Quote:
Problems with reCAPTCHA
There have been some reports of problems with reCAPTCHA in Internet Explorer. These are intermittent and seem to happen when the reCAPTCHA server is slow in serving some of the JavaScript
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