No it's not "CAT doesn't support it"
It's "Poloniex must not return this error on API Side"
CAT is performing a Json Http Call to api system and api system must return a response.
Poloniex rarely returns (i don't know why, but i'm sure it's a problem on their side) an HTLM Page!!
I don't know how it's possible to manage that htlm page, get an image, solve the captha and send the result to poloniex. This is something not expected from the API system.
I suggest you to open a ticket and ask them how to solve this problem.