That being said, your general point that there's so many ways to develop an app for Windows, and that not all of them support the same features, is definitely true. I think the general advice these days is that if you _can_ build your app as a UWP, do that. Otherwise, use the Win32 APIs as sparingly as possible, defaulting to the UWP APIs. Legacy apps are a bit trickier, and that's where Microsoft is investing in things like the Desktop Bridge (run Win32 apps in a UWP container) and XAML Islands (host UWP controls in a Win32 app).
[1] https://docs.microsoft.com/en-us/windows/uwp/audio-video-cam...
If they successfully sandboxed to that level, that is basically mobile device level of app severity. Fantastic!
(though i guess you were sarcastic :-P)
For example while the snipping tool (and printscreen and alt+printscreen, etc) exist, there are tools like Greenshot and Snagit that provide functionality like instant saves to files, better on-screen snipping, an embedded editor for annotations, etc that can be very useful when you want to create many screenshots fast.
Another thing is that some tools may not exactly do what the OS would do (screenshots in this case) but use the mechanism for something similar but different. For example ScreenToGif uses pretty much the same mechanisms for taking screenshots to create short GIF animations from screen captures and then provides a simple timeline editor to for editing the frames, adding annotations, shapes, etc.
The OS simply has nothing like these and it is impossible for it to provide every single functionality that could ever exist.
Note that this applies to other stuff too, not just screenshots.
And neither did the people who designed that phone.