If you are powerful enough to MITM arbitrary sites on a user's machine, you can do /much/ better than get users to solve captchas.

At the very least, you can replace all ads on the Web with ads you make money from. And/or you could phish users and steal e-mail/bank passwords. And/or you could replace binaries the user tries to download with malicious ones.

And so on. I suspect captchas are pretty far down on the list of things you'd do if you had this capability. :)