There exist programs to export them to markdown or what have you. Dunno how well they handle embedded media. I do a lot of copy-pasting screenshots or embedding PDF pages… or entire pdfs.

[edit] “why screenshots?”

1) To record gui workflows, walkthrough-style.

2) to record whole screens of values from guis while preserving formatting perfectly (think: cloud dashboard vital stats screens for various resources)

3) to record short message exchanges from ephemeral messaging with all the formatting intact with zero extra effort. (Think: feature discussion in a periodically-cleaned chat channel; I can always turn it into text later if I need to, recording with screenshot is fast)

4) plus now that it’s almost as easy and reliable to copy-paste from images as from regular text, on macOS and iOS, why not?