The events have a NIP-70 "-" tag that advises relays to not accept it unless it's published directly by the author, and most of our big popular relays support that already, so they won't accept the event. I'm hoping support will become more widespread.
But there will probably always be relays specialized in disrespecting such tags and other ways of sharing exclusive content in the dark corners of the internet, so it will always be technically possible to share an "exclusive" post. In the end even with all the cryptography in the world screenshots are unstoppable.