I got back to the old print screen button functionality by changing the print screen button behaviour in settings:
Open the "Settings" app from the Start Menu
Go to Settings>Accessibility>Keyboard
Scroll down to "Use Print screen key to open screen capture" and change the slider switch to "Off"
It looks like with Win 11, Microsoft have created a new app called "screen capture" which gives some extra choices, and automatically saves the capture in a screenshots folder, but the extra interface causes problems for some people's workflows. Switching it off returns my Win 11 to the old behaviour of copying the whole screen to clipboard (from which you then have to paste and save manually yourself.)