After many years of working in the information security industry, I have yet to come across such an implementation. This doesn't mean it can't be suitable for certain use cases, but it definitely isn't an established design pattern.
I have seen a decrease in the usage of CAPTCHAs during the last years, because UX experts hate them. CAPTCHAs are mostly used as last resort (e.g. after 10 failed login attempts) or implementations that aim at less UX impact (e.g. reCAPTCHA V2) are used.
But there is another mechanism known in the security world, that might fit your need. It is called step-up authentication. This pattern basically forces a user to re-authenticate with the same or a stronger form of authentication, before he can perform a high-risk task. This achieves what you are looking for: It verifies that the visitor knows what he's doing.
A good examples for this approach is deleting a repository at GitHub. Before you can do this, you must re-enter your password and type out the name of the repository, which you selected for deletion. That way the user is forced to stop and think again, before making a crucial mistake by deleting the wrong repository.
Another example are critical operations which require MFA before they allow execution. You may be able to log into your online banking account with username and password to check your balance, but if you want to perform a transaction, you must enter an additional PIN sent via SMS as a second factor.
You have to evaluate, if a ramp-up authentication would solve your problem in a more elegant way are you really do require CAPTCHAs. Please take into account, that CAPTCHAs are usually not considered user friendly and may have an impact on your customer satisfaction.