I didn’t see a definitive/straitghforward solution above. I was able to fix this by using Dconf to set the fullscreen capture command to gnome-screenshot with the argument to show the dialog.
Key: com.solus-project.budgie-wm.full-screenshot-cmd
Value: /usr/bin/gnome-screenshot -i
I cleared the other two strategies (represented by neighboring configs in the same list) to just to make the config unambiguous.
