It's possible that the game draws entirely in the GPU, and so the rest of the system really doesn't know what's there. It just draws "something", usually black but it could be anything, to be replaced with whatever the GPU comes up with. So when you try to capture that area, you only get the "something" and not the GPU content that is displayed on the physical screen.
That's done for a variety of reasons, ranging from performance (the CPU doesn't even have to try) to an attempt to foil copyright thieves. Of course there are *always* ways around everything, but the copyright reason makes it a little bit iffy to actually give an answer.
It's not a very *good* attempt at protecting copyright, because a number of GPU's can send their final result back *specifically* so that it can be captured like this, but you should at least be aware that this poor attempt at protection may still be enough to satisfy a legal requirement of "having spent some effort that you circumvented," and thus put the liability squarely on you (and possibly someone that helped you, like these forums).
Note: the "you" there, refers to *any* reader, not just OP.
