Android has a mechanism for an app to tell the system that it does not wish its screen to be captured. This can be used by password managers or apps which display DRM content to prevent eavesdropping or ripping of content.
If an app has FLAG_SECURE set, this will prevent screenshots, and the recent apps list will only show a title bar but no content. The app will show only on displays considered secure by the system. It’s not a 100% guarantee but it does raise the bar.
Does Windows have a similar mechanism?