Testing Captchas should, like any security measure, be theme independent. Malicious users can change their theme (HTML, CSS, JS) arbitrarily, after all. Nevertheless I asked, because the theme might just ignore the error message, giving the impression of an email being sent without it actually happening.
As Captchas work in a default installation, but not in your particular installation, other modules are the prime candidate for finding the issue. Like disabling these other modules and testing again.