> On my system https://ceac.state.gov/genniv/ tries to connect to captcha.com, google-analytics, googletagmanager, 127.0.0.1 and "burp" (a local hostname that doesn't exist in my network).

That will be this burp: https://portswigger.net/burp/documentation/desktop/tools/pro...

Sounds like they don't want you to analyze their site.