If you are simply web browsing, and are not trying to access anything that should require this kind of verification (i.e. payment portals and such) because Scammers are using this 'popup' to get you to enter personal information. Data mining scams. Some of them, if you simply click on it, even to X(close) the popup, it takes that click as approval and can install malware or viruses.

Anyway, just trying to help. What I usually do is close the window using Task Manager, or just close the browser app, or even just the browser tab that opens (this is on a PC, not sure about how it works on smart phones)

I think the main thing is to make sure people realize that if you see 'I'm not a Robot' prompt to be suspicious of it, unless it is expected.

Here are some links about it:
https://malwaretips.com/blogs/remove-click-allow-to-verify-that-you-are-not-a-robot/
https://blog.avast.com/fakecaptcha-scams
https://cyberguy.com/security/hackers-turn-im-not-robot-captchas-cyber-traps/

driving semi-trucks.