Unless the idea is to avoid blockchain spammers by requiring a captcha.
Bitfury does, or did do it automatically. By requiring someone to go to a website, it's nearly free advertising for them, makes them look like the good guy and it prevents spammers from getting in their low fee spam easily. It also lets people who need a confirmation really urgently get priority over others, since those that might be just consolidating their inputs might not be in a rush. They also offer a paid acceleration service, and some users of the free service may opt to use the paid one so it's easier for them to get their transactions confirmed.