The privacy view software seems to be using a window object that covers the entire screen to do its job. However the snipping tool in Windows 10/11, which provides a mode to screenshot a specific window, was having a conflict with AMD privacy view. It can only screenshot the entrie screen (aka. the entire AMD privacy view "window") as that window is above any other ones.
I believe this is a programming issue in the software and can be solved without too much work. Please fix!