The self-driving cars thing is mostly a myth though. I mean it obviously exists and the captcha solving will be used for that too, but among thousands of other types of AI training. So to immediately relate one to the other doesn't really apply.
If you want to be moral about it, you wouldn't be able to solve that type of captcha at all, since everything you feed it helps the AI get better at recog and consequently surveillance. But then again, you do that and they win because it will happen anyways and refusing to do captchas will just cripple you out of doing a bunch of stuff you want to do.
There used to be the maxim, "there is no ethical consumption under Capitalism", but now it's more like, "there is no ethical anything in whatever is this system we live in".
Of course, I'm not saying to stop trying to be ethical and do your best, just that, well, things are fucked as fuck, and always from way more angles than we can notice or even possibly think of.