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enabling Add CAPTCHA administration links to forms, adds captcha to all forms even custom search blocks for logged in user.
I understand that this is by design, but without the fieldset classed out, themers cannot hide this when it appears in areas of a theme it shouldn't. For example, any custom search block added to the header area of a theme, will automatically get this captcha option.. and to disable it, a themer must hide all fieldsets in that region.. if there were a class added to the fieldset, we could easily just hide that captcha fieldsets in whatever areas are undesirable.
I have attached an image which should illustrate the problem