Earlier quoted context omitted.
Wait, that's the hCaptcha policy? Can you link to it on their website?
Updated it in end. By the way I am not in anyways related to hcaptcha. Just sharing it because they don't seem to be the saint that everyone else is believing them here.
"Not Applicable to Third Party Websites. Please note that this Privacy Policy does not apply to any website, offering, product or service of any third party, even if it links to our Site or incorporates the Service – please refer to the applicable privacy policies before deciding to provide any information to third parties."
End user data is governed by the Data Processing Agreement, linked here: https://www.hcaptcha.com/terms