That's because the theme specifies excessive bottom margins for captioned images. You need to view the source code of the page, copy the actual codes for image+caption, paste them in place of the caption shortcodes, and override the bottom margin in the div for the image+caption group. To spare you of the trouble, your table should be this:
<table>
<tr>
<td>
<div id="attachment_69" class="wp-caption aligncenter" style="margin-bottom:0;width:210px;"><a href="http://commons.wikimedia.org/wiki/File:Autoprotolyse_eau.svg" target="_blank"><img class="size-full wp-image-69" src="http://naturaxiz.files.wordpress.com/2010/06/200px-autoprotolyse_eau-svg.png?w=200&h=51" alt="Autoprotolyse_eau" width="200" height="51" /></a>
<p class="wp-caption-text">Disociación da auga</p>
</div>
</td>
<td>
<div id="attachment_71" class="wp-caption aligncenter" style="margin-bottom:0;width:148px;"><a href="http://commons.wikimedia.org/wiki/File:Autoprotolyse_eau_simplifiee.svg" target="_blank"><img class="size-full wp-image-71" src="http://naturaxiz.files.wordpress.com/2010/06/138px-autoprotolyse_eau_simplifiee-svg.png?w=138&h=51" alt="Autoprotolyse_eau_simplifiee" width="138" height="51" /></a>
<p class="wp-caption-text">Disociación da auga (simplificado)</p>
</div>
</td>
</tr>
</table>
It would have probably been easier to upload and insert plain, no-caption, images, and add the captions as separate table cells in a second table row.