If somebody sent you a message that could get you in trouble if it was found on your phone, and they set it to disappear, why would you screenshot it?
Because the message isn't one that could get you into trouble, it's one that could get the other person into trouble. And maybe you want them to get into trouble.
That's the entire point. This isn't about deleting other people's messages on your phone, this is about deleting your messages on other people's phones.
I'm sure there's a use case that fits what you're describing, but I've never seen it. 100% of the time I've seen disappearing messages used in the wild, it's been for the benefit of both parties--even if one is a bit more diligent than the other about it.