"As per my knowledge, there are no related settings to block you capture the mobile screen in all Office 365 applications. The only one possible cause is that your admin have set up the security policy for Andriod devices in your company to disable this feature from the Office 365 admin center or somewhere, since we have one option named "Block screen capture" in the Mobile Device Management (MDM). In this case, we strongly recommend you involve your admin to confirm it from their side.
Feel free to give us the update about the result. We are aways here."