It was easy. Now it is almost impossible to save your experience. Applications block copying text from messages eg. Instagram. Block you from downloading images eg. Google, and from saving videos (eg. Tiktok).
Today technology leans towards blocking people of having a recall of what they see, hear and read online. It is hard to not have the feeling that we are losing something each day forever.
Not being able to go back to something that i have experienced is a loss to me.
I hope there will be some change around it, because I think that a person experiencing something has the right to preserve the experience. It was a default law. But now it is taken away from us.
No one is however protesting not noticing some kind of very personal, natural freedom is slowly taken away from us. The freedom of having a memory.
The example that comes to mind personally is chat logs: I have a fairly complete record of IRC conversations. It's not like I read them daily, but it is often nice to be able to refer back to, especially if I'm shooting the shit with friends or something and we can't remember who was actually the best at AoEII LAN. These logs were produced by my client(s) by default.
That same friend group later migrated to Skype. I have no Skype logs at all, and there's a several-year gap in chat history before we ended up back on IRC. Could I have come up with some kind of logging solution? Probably, but I didn't, and now I'm sad about that and wish that the Skype client had been more aligned with my interests as a user, but I guess that's what I get for using proprietary software in the first place.
So yes, sure, you can technically screenshot everything if you try hard enough, but the location/accessibility of digital ephemera has definitely moved away from end-users, toward corporations, as centralization advanced and clients regressed from user-agents to informers.
Chat logs are just an example, and maybe not a very good one because of the pre-digital analogue you point out: let's try screenshots of gameplay. I used to use a third-party tool to take screenshots/clips and upload them to a server. I still have all the clips and pics from these. These days, that functionality is often part of whatever game service framework you're operating in. A while ago a friend's account got banned, and that wiped out all the screenshots and clips stored by the service. Centralization and moves away from open protocols makes it easier for that type of situation, where you don't actually own a copy of content you're creating, to come about.