The Task records are slightly different in D365FO than earlier versions. If you are not getting the 'Capture screenshots' toggle on task recorder window on your environment try below steps,
1. Download FMLab folder from Github, https://github.com/Microsoft/FMLab
2. Unzip it and there must be a folder named 'TaskRecorderScreenshot'.
3. Now go to google chrome and go to More tool > Extensions
4. Click on 'load unpacked' and select 'TaskRecorderScreenshot' folder from the downloaded FMLab folder.
5. Once done, make sure its enabled on chrome extension.
Restart the chrome and check you must get the 'Capture screenshots' toggle on task recorder window.
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