Sophos implemented Captcha on the Admin login and User Portal for both WAN and VPN
While it makes sense for the WAN, for the VPN, some (in fact a lot!) think it is overkill.
Here is how to turn it off
Access the command line (CONSOLE) via Putty (preferred) or via the Admin Tab on the gui (does not appear if youare accessing ia a VPN)
Choose 4. Device Console
Enter this command
system captcha_authentication_VPN disable
to exit, enter: exit then 0
Related commands
system captcha_authentication_VPN enable
system captcha_authentication_VPN show