One of the many security features in Xumm is not being able to take screenshots.
Here is how to temporarily disable this security feature.
From the main page in Xumm, press Settings then Security.
Toggle the switch beside Block taking screenshots.
Note: This setting will automatically re-enable when Xumm is restarted.
How is this a security feature?
All devices have various attack vectors and in the event that your phone was ever comprised, preventing screenshots from being taken in Xumm would prevent an app from sniffing your account secret, your r-address, your balance, etc.