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You can still windowed mode it and screencap or window cap, but it's a bit weird that you have to.
OOOOOH, I see now, gotcha. Well yeah as I'm in the position of only using one controller most of the time without the need for extra audio stuff, Bluetooth will be fine for me for now. But at least now I know why I would get one of these even with the new Xbox One Pads. Ta very much!
The dongle will allow you to use the stereo port on the controller to get audio and better supports multiple controllers. If you're just using one controller and don't need audio bluetooth is fine.