Yelp wouldn't get your SSN; they'd only get a boolean response as to whether you're an actual human being or not.

Unless, of course, Yelp or whoever else used the service also ran a man-in-the-middle and captured the information being passed back and forth.

SSN would not need to be involved at any point during a question based verification process.

How else would they know what credit report to look up and what questions to ask?