I agree it doesn't make any sense. But this is unfortunately the deal with Hollywood and they surely just ported the same functionality from iOS.
If I can take a screenshot, I can copy the whole movie.
if you can see it you can copy it.
Technically, yes. Practically, it's unfeasible. Legally, there's a pretty sharp distinction between copying one frame to share with friends or on social media and copying all the friends with an intent of copying the entire movie.