Microsoft is currently working on a new feature for the chromium-based Microsoft Edge browser, which will add the ability to capture a screenshot of a website without using any 3rd party tool. They named it as "Web Capture", and can be invoked by using the default shortcut key.
The feature is currently rolling out to a limited set of Edge Insiders running the Canary build of Microsoft Edge (Chromium), and will soon roll out to more users.