[README.md] Clarify cookies usage

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+++ b/README.md
@@ -627,7 +627,7 @@ Either prepend `http://www.youtube.com/watch?v=` or separate the ID from the opt
 
 Use the `--cookies` option, for example `--cookies /path/to/cookies/file.txt`. Note that the cookies file must be in Mozilla/Netscape format and the first line of the cookies file must be either `# HTTP Cookie File` or `# Netscape HTTP Cookie File`. Make sure you have correct [newline format](https://en.wikipedia.org/wiki/Newline) in the cookies file and convert newlines if necessary to correspond with your OS, namely `CRLF` (`\r\n`) for Windows, `LF` (`\n`) for Linux and `CR` (`\r`) for Mac OS. `HTTP Error 400: Bad Request` when using `--cookies` is a good sign of invalid newline format.
 
-Passing cookies to youtube-dl is a good way to workaround login when a particular extractor does not implement it explicitly.
+Passing cookies to youtube-dl is a good way to workaround login when a particular extractor does not implement it explicitly. Another use case is working around [CAPTCHA](https://en.wikipedia.org/wiki/CAPTCHA) some websites require you to solve in particular cases in order to get access (e.g. YouTube, CloudFlare).
 
 ### Can you add support for this anime video site, or site which shows current movies for free?