I'm sure captcha could be added to search using the hooks & filters as documented on the site.
I do not currently have an add-on pack to do that.
Any data that is revealed on the Internet is accessible. A web hack with even moderate skills will get the location list one way or another, doesn't take a lot of effort to scrape a site even with captcha codes in place. Captcha slows down good data miners but does not stop them.
BTW, ANY responsive based site (pages that don't refresh but update data) like Store Locator make it very easy to grab all your content & data. It is the trade-off for faster & slicker user interfaces.
If you truly need your location list secure I don't recommend using SLP or any of the dozen of similar plugins out there. I've yet to see one that implements proper one-way data encryption or scraping prevention methodologies. It is a fairly complicated process and any locators that do this CORRECTLY are likely going to be in the $300 - $3000/month range for "enterprise grade store location systems".