Security is always a matter of making things harder for the bad guys. Couldn't someone just bomb your safe, fly a plane into your house, send an ICBM at your car?

Of course they could, but you reduce the probability that any random person can do that by taking precautions. Screen photographs also betray information that screenshots don't, for example nearby surroundings where the photo was taken, any reflections on the screen which may show who took it, metadata that can be used to conduct forensics to figure out which device took the picture, etc. In order to avoid giving yourself away, you'd actually have to plan a photographing mission, which may be made impossible by the circumstances (e.g. the device is held in a room with security cameras, nearby coworkers question why you're taking pictures of documents on your screen, your workplace may not allow secondary devices past the entrance, etc.)

Whereas with a screenshot you just hold two buttons and you now have an image that you can exfiltrate through a variety of ways into the hands of the bad guys.