The entire CloudFlare recaptcha page is < 100 KB, and that's including the images. If you're annoyed by the time it takes for that page to load, you won't be happy browsing any site via Tor - even Google is > 200 KB.
You're right, they're not really that big. They load extraordinarily slowly. Each load one at a time from upper left to lower right and you can watch them download -- they don't just "appear", they show up like they would on a slow dial-up connection.
Once you get onto the site, it loads more slowly than in a non-Tor connection, but a news site I hit loaded everything at about the same speed as the little reCAPTCHA form, so I'm left wondering if it's something related to reCAPTCHA.
Probably just bad luck with your circuits and their latency to the image host. Tested this with a small number of circuits and didn't notice anything loading significantly faster or slower compared to other sites.
So your excuse to doubling the time it takes to get to a website is that someone's connection is already slow? People don't use tor because it's fast but that's no reason to punish them even more.
You're putting words in my mouth. I merely pointed out that the reCAPTCHA page is not in any way a bandwidth hog. Whether you think captchas are an appropriate tool to filter out abuse from Tor users is a different discussion altogether, my point is that if you're going to have any kind of captcha, then the one CloudFlare is using is probably smaller in size than most other pages you might visit.
AFAIK TBB doesn't create per-domain circuits for every subresource on a site (that would kill performance on many sites with 10s of third-party trackers, CDN hosts, etc.), but rather one circuit per "URL-bar domain". That domain doesn't change when a CloudFlare site renders reCAPTCHA.
But it is a bandwidth hog because it's purely overhead (in terms of bandwidth and latency) added to every page behind cloudflare that a TBB user visits.
Both requested with a clean cache using Tor Browser Bundle. Not sure if TBB does any caching at all anyway, seems like that would make fingerprinting easier, but I haven't checked. FWIW, the actual captcha image is ~20 KB.