As far as I know - no. Device Guard and Virtualization Based Security are disabled and hardware virtualization in Kaspersky is switched on. And before with KIS 2020 it worked fine - I wasn’t able to do screenshots on the same system. ... ...
I can freely print screen when Protected Browser is running (or do it with scissors windows tool). I’ve checked it in Google Chrome (85.0.4183.121 version) and Firefox (81.0 64-bit version) browsers. Windows 10 pro 2004, KIS 21.1.15.500 (b)