Snapchat had rolled a feature of protecting their user’s privacy issues that whenever screenshot of your pictures taken it notifies the concerned person about it.
Instagram has copied that same feature and your insta app will inform you if some one takes a screenshot of your stuff. According to Verge this feature only works on temporary DM’s and is activated on last Update of app.
It’s a common thing now that your privacy issues are getting high on social media accounts and to help protect their user’s new updates are rolling out now. This copying of feature might be a bad thing for many but with its inclusion a lot of people who are sharing their content on Instagram is all public but temporary Direct messages are certainly private messages and people don’t want their conversations out.
The whole update may not stop people from taking screenshots and using some other recording devices, but there is a open deterrence in your hands against those cyber thugs who share your private data such as photos or messages you don’t wish to share will be careful, though many users don’t want their stuff to be out of their friends circles and they want better notifications for their privacy apart from alerts. Privacy settings needs to be enhanced people wont like their stuff to be according to settings they had kept for their account.
This feature is not ready yet on many devices and its not clear if its available on Android users too apart from iOS.