Actually, you're wrong. That reply has everything to do with your issue. When turning HDR on in Windows 11 there is a slider used to adjust the brightness of any SDR content that may be viewed in your HDR environment. Most of us, myself included, put that slider all the way to the right, as regular content seems much too dark without doing so.
But if you go and use the slider to slide it towards the middle or the left it will lower the exposure of SDR content, which is what screen captures/screenshots are. Meaning lowering the brightness via that slider directly impacts the exposure of screenshots.
I agree that this is a bad solution to the problem, but perhaps you shouldn't attack the help if you don't fully understand your problem.
I'm attaching 2 images. One is Slider 0 and the other is Slider 100. 50 falls between the two.