What's wrong with screenshots in games?

Question

Windows

What kind of Valhalla is it with creating screenshots of games deployed to full screen, for example, if the game in the window is saved normally by the Win + Prt Sc combination, if the game is deployed to full screen figurines, but just Prt Sc still saves screenshots to the clipboard, after which they can be pasted .
I saw somewhere that this can be fixed by changing the DirectX configuration in the registry.