The expectation is that Microsoft is exfiltrating this data because they want to use it for AI training, ad targeting etc. That doesn't require the user to have access to it, they'd just need some new rationale for exfiltrating it. Insert malware scanning excuse etc.
Also, the issue is that somebody is going to copy a ~30 fps video using screenshots without audio taken at an interval of ~0.2 fps? Nobody is going to do it that way.
But the larger issue is, if Microsoft Windows is able to grab DRMed content, there is some path to grab DRMed content at all. Which means that if someone with lots of time, passion and talent on their hand might be able to exploit that path to get more then just a screenshot without audio every 0.2 fps.
The promise of DRMed content at the moment is that (technically) no one is able to do so as there are no backdoors into it, for nobody.