Small UI improvement when allowing unregistered users to comment with captcha

This is an older issue.

If you want to allow unregistered users to comment, but you want them to solve a CAPTCHA, you go to global admin or to space admin section and check "Require unregistered users to solve a captcha when posting a comment on a page"

This will not work, unless you also check Comment right for unregistered users.
At the moment, this is not intuitive, so I propose we put a small info box announcing this.