I sometimes get them, although more recently I have just clicked "submit" or Login on the pop up window and it has logged in automatically. Previously it had pushed me through the captcha questions. Perhaps their site has now remembered my PC? I did notice that a number of banking sites with more advanced security had been saying that they no longer recognized my device so perhaps a Windows update had changed some of the things they look for in recognizing a device?

Anyway, I think the pop up is to finish the submission process rather than upload, but I'm not 100% sure

Steve