saving a screenshot as JPG (lossy format) adds more loss - if you started with a lossy image in the first place then we are losing even more information by screenshotting it and saving it again in a lossy format.
even when not intended for print, when making formal documents and presentations I look for the original images at highest resolution available.
Mac OS' preinstalled screenshot tool saves in PNG, same with Android screenshots. Not sure about Windows' Snipping Tool but it would surprise me if it was different there.
