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I checked the embedded form and noticed that you have updated the code originally provided by the JotForm publish wizard, this is why you are being asked to submit a captcha before to being redirected to the thank you page, I think there re two possibilities to avoid this, the first one is do not change the code provided, this would leave the form as it is provided and will avoid to display the captcha each time the form is submitted.
The second way that I think it might work is by redirecting your users to a custom thank you page, this guide will help you doing that: http://www.jotform.com/help/38-Redirecting-Users-to-a-Different-Page.