I work at hCaptcha, we run CF's captcha. If you're having problems in the future, popping open a debugger and capturing the results can help us figure out what's going on. But also: browser, OS, site, ...?
Right now: there is an issue with Safari users on the most recent iOS and OS X, where 3rd party cookies have now been disabled by default. We're working on a solution.
If that's your issue, you can fix on your side in the short-term by not using Safari, or by enabling 3rd party cookies.
I cannot believe apple decided to roll that out in the middle of COVID. I got hit pretty hard with it and am finally rolling out a fix for my own stuff.
Right now: there is an issue with Safari users on the most recent iOS and OS X, where 3rd party cookies have now been disabled by default. We're working on a solution.
If that's your issue, you can fix on your side in the short-term by not using Safari, or by enabling 3rd party cookies.