The right ux in place if GMail "confidential mode", Android "screenshot blocking", etc. is not making the user's device act against their will & interest. It's showing which party has requested you not do it and informing you that if you do, it's against their wish/consent.
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Signal takes the approach of making it a setting. FLAG_SECURE declares that the window content is confidential and it does a bit more than blocking screenshots directly in the app. It also avoids showing a thumbnail of the contents in other contexts like the recent apps menu.
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I don't think it makes much sense to use it in any other way than how Signal does, to avoid people accidentally taking screenshots of potentially sensitive content. People can always bypass it by taking a picture of their screen. Trivial cases don't really need an option though.