Chrome 65 doesn't allow screenshots in Incognito mode
This appears to be a side-effect hiding incognito tabs from the recent apps list, which is intended as a privacy feature.

They also added an --enable-incognito-snapshots-in-android-recents switch to change this behavior, but unfortunately that's not easy to pass on Android, and there isn't an entry in chrome://flags. I didn't find anyone requesting a way to make it (easily) optional; I suggest filing a bug report about the screenshot-blocking side effect; that switch should at least be exposed as a flag.