Hmm.. Perhaps not. I don't remember for 0.9.8, it was a while ago that I last used it.
Looking at TP 1, commenting now has CAPTCHA, but no option for guest comments. Which is weird as the Commenting is on, yet a message is displayed to guests: Commenting option has been turned off for this article. and I see little use of CAPTCHA for members who are logged in.
I'll look into it and maybe mention it in the team boards.