On the Cloudflare Developers Discord, it was announced last week that Cloudflare were in the process of rolling out translations, which provided a new language parameter for Turnstile:
→ Client-side rendering · Cloudflare Turnstile docs
Adding on top of that, it has been known for a while, that when you’re in Incognito / Private browsing mode, that some browsers will adjust certain settings that they send out, for privacy reasons.
It wouldn’t surprise me if the default for the Accept-Language header your browser sends, might be changed to English as well, while being in Incognito / Private browsing mode, and that this may be why you see things like this (e.g. English in .Incognito / Private browsing, but Chinese in “normal” browsing).
When I am setting my browser’s Accept-Language to Chinese [zh], I’m getting the exact Turnstile captcha as you posted a screenshot of.
→ Language: Chinese [zh]
→ Language: French [fr]
→ Language: Danish [da]
This language is (unfortunately, … not yet) supported by Turnstile, so it will fallback to English:
So in the end, I highly doubt there is anything to worry about.