Stop macOS VNC server from rendering remote mouse pointer
It depends on where you take the screenshot.
Even with Apple Remote Desktop if you invoke the screenshot on the local Mac it will include the cursor on the remote instance - which has no clue a screenshot is being taken.
If you invoke it on the remote instance the cursor will hide.
If the key commands are the same for both local &amp; remote, then the local instance will launch in preference to the remote.