They're not gathering data they are just training image recognition AI software. They started out using letters for handwriting recognition but I guess the handwriting recognition is decent enough now to not need to train the neural nets for those. It's an easy way to get a large number of people recognising features of images.
The "I am not a robot" checkbox just makes sure you do human like things like move your mouse in an erratic manner on the way to clicking the box and you don't click it immediately as soon as you are asked.