Can’t take screenshots with Apple Pencil on iPad Pro

Yes, that’s how it’s supposed to work but it’s not working. That’s the point of the question.

1. To capture the screen, swipe up with Apple Pencil from either corner (left corner is better) at the bottom of your iPad.
2. To mark up the screenshot, draw with Apple Pencil.
3. Use the Markup toolbar at the bottom of the screen to change drawing tools. See Draw in apps with Markup on iPad.
4. To send the marked up screenshot to others (such as in a message), or to save it in a document (such as in a note), tap , then choose an option.
5. When you’re finished, tap Done, then choose an option.

In my case, sometimes on some websites it take a little practice, it might depend on how much pressure you are applying to the screen with the pencil. Keep trying!

I just tested and as said it's easier from the left bottom corner to the centre.