This is a very normal practice when it comes to anti-cheat and almost all anti-cheat do this.
It is also a known element within the community of folks familiar with anti-cheat software.
League of Legends’ anti-cheat won't brick your PC, Riot insist, after adding Valorant’s controversial system to the MOBA
Offer reassurance that Vanguard doesn’t take screenshots of anything except the game itself.
