IMO a site that doesn't explicitly say they won't payout on faucet winnings is a site that can't be trusted to payout on deposit winnings either.
That's why you should your homework before making a deposit and choose a website that has good reputation, for example
www.bitvest.io (I can guarantee they pay you whenever you ask for a withdrawal).
No one can expect to get rich by winning at a faucet but it is a nice way to get some extra money, and then choose or not to play with that extra money to earn even more, it is up to you.

Well he does have a point somewhat.
Imagine you are new and you find these free bitcoins thru faucets, you read the terms and it says nothing about not paying out with faucets and you play for like 100 hours and manage to make a decent amount, and then later on you realize you can't withdraw any of it.
It would be best, if there was some type of warning when you solve the captcha to get the faucet. Like "Warning: Not for actual withdraw" or something like that.
Its pointless to have those kind of caution message on captchas because people wont really bother to follow such matter. Faucets are designed on trying out the sites game but there are really people who do spend countless hours to play with faucets because they do believe that they can able to make profits without spending money from their own pockets.