After having made a capture (Tool > Capture...), the new image have to be saved (even if user don't want it) to get rid of it.
The "no" or "cancel" button are of no use. If they are displayed they should do what they are supposed to do....
Workaround : Use Capture tool with tabs activated

XnViewMP 0.96.5 - 64 bit on Windows 8.1 64bit
Thank you for listening
Updated description and title (18/09/2020)