This is actually quite an old concept. We used to use it (and a keylogger) to put together user training sessions. We recorded keystrokes, mouse movement and mouse clicks, and a voiceover.

Sad that people find malicious uses for what was originally perfectly legitimate software. This is the answer of course:

The technique is designed to overcome the use of virtual keyboards by many online banking sites in an effort to avoid keylogger infections.
I have no idea as to how good they are, I will have to try it with some of my old training course apps. Mind you, the banks may well have some modern countermeasures that I cannot emulate.