The capture attribute node output should be connected to a (chain of) element(s) in order to be used by them.
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Think about it like so:
In the cube geometry flow,
We capture (capture is known at cube vertex/point level)
This capture is linked to "instance on points" (capture is known at instance level)
This is linked to "set position" (capture is know of it as we are talking about instance position, which know the capture)
etc.