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I have the following in my LocalSettings.php:

  require_once "$IP/extensions/ConfirmEdit/ConfirmEdit.php";
  require_once "$IP/extensions/ConfirmEdit/QuestyCaptcha.php";
  // question setup
  $wgCaptchaClass = 'QuestyCaptcha';
  $wgMainCacheType    = CACHE_ANYTHING;
  $wgCaptchaTriggers['edit']          = true;
  $wgCaptchaTriggers['create']        = true;
  $wgCaptchaTriggers['createtalk']    = true;
  $wgCaptchaTriggers['addurl']        = true;
  $wgCaptchaTriggers['createaccount'] = true;
  $wgCaptchaTriggers['badlogin']      = true;

Captchas work on page creation but not on bad login.  I can see badlogin being checked in the debug log, but when I enter a bad password, I'm not prompted with a captcha.

The docs seem to indicate that I should get a captcha:

  'badlogin' - triggered on the next login attempt after a failed one. Requires
  $wgMainCacheType to be set to something other than CACHE_NONE.