As with any captcha, the goal is to fight spam. As with any captcha, it is inconvenient. I believe that it stops showing after several posted questions / answers, or maybe with some karma level, and is not related to vpn.
Is/has spam (been) such a big problem on this site, that is necessary to give personal information about your visitors to Google?
Yes. This site is driven by community. Me personally, along with other users, in our spare time, spend time reading the spam questions, ant tell them from valid questions like yours, and manually remove them. And spam is still considerable problem here, even with captcha. You are not “my” visitor (in that sense it’s power users of this site who the captcha helps), so it’s not like “we are giving something about our visitors”. Either there is a machinery helping us, or there won’t be any site at all.