Screenshots are saved to the sd card, where every app has complete access. Apps can specify certain UI safety features, like preventing clicks through overlaid UI elements or preventing screenshots. Blame the app if you want. There isn't some blanket policy in the OS that identifies banking apps and prevents screenshots.
If you make something like this possible, apps will use it. My problem is both with the app using this malfeature, and with the system providing it with no way for me (phone's owner and user) to override it.
