Ok, there are a few things going on there, including a minor bug:
The bug is that yes, taking a 1x windowed scale screenshot will have the txt on it.
However, you’re going into the onscreen overlay menu and turning off overlays. The OSD text is in the onscreen notifications menu. If you turn this off, the yellow text isn’t displayed even on a 1x screenshot (i.e., workaround for the bug).
Also, if you’re trying to take 1x screenshots, rather than capturing a tiny window, you can go into settings > video and set GPU Screenshot Enable to OFF and it will dump perfect 1x raw screenshots from any scale and with no effects/notifications/etc. on top.
EDIT: I went ahead and made an issue for the bug: