Your workflow getting interrupted, especially with a full-screen challenge page, is a very high-stress event. The mascot serves a purpose in being particularly distinct and recognizable, but also disarming for first-time users. This emotional response was calibrated particularly for more non-technical users who would be quick to be worried about 'being hit by a virus'. In particular I find that bot challenges tend to feel very accusing ("PROVE! PROVE YOU ARE NOT A ROBOT!"), and that a little bit of silly would disarm that feeling.
Similarly, that's why the error version of the mascot looks more surprised if anything. After all, only legitimate users will ever see that. (bots don't have eyes, or at least don't particularly care)
As for the design specifically, making it more anubis-like would probably have been a bit TOO furry and significantly hurt adoption. The design prompt was to stick to a jackal girl. Then again, I kinda wished in retrospect I had made the ears much, much longer.
Viewing the challenge screenshot again after reading your response definitely sheds light as to why I have no aggro toward Anubis (even if the branding supposedly wouldn't jive well with a super professional platform, but hey, I think having the alternate, commercial offering is super brilliant in turn).
On the other hand, I immediately see red when I get stopped in my tracks by all the widely used (and often infinitely-unpassable) Cloudflare/Google/etc. implementations with wordings that do nothing but add insult to injury.
Thank you for the thought you put into that. I think you guys hit it out of the park.
The mascot artist wrote in here in another thread about the design philosophies, and they are IMO a lot more honorable in comparison (to BigCo).
Besides, it's MIT FOSS. Can't a site operator shoehorn in their own image if they were so inclined?