Yes in multiple ways, and there's probably more than this:

It's relevant that a screenshot doesn't have a signature, in the case that you want to remove any "proof" or tracking info from a real photo when uploading an image. Maybe I don't want people to know what brand/model of camera I use.

And it's relevant if a screenshot did have a signature if you want to "prove" that the screenshot itself hasn't been tampered with after the fact.

In the method proposed in the paper, the signature is stored in the pixels and ostensibly even survives some compression. So if you made a screenshot of a signed image, the image would still have its signature inside the screenshot, but the screenshot wouldn't have any (new) signature as a whole.

That's how I understood it at least.