I agree it probably should be a Microsoft option> I know there's the old ZoomIt tools (Sysinternals - a Microsoft toolkit) but it's pretty clunky. I'm hearing a lot of this concern that ZOOM can do it but TEAMS can't.
I think there's a Uservoice but doesn't have a lot of traction. Hopefully it'll be something they add in time as they've been targeting a lot of the Zoom features to try to keep users from migrating to Zoom instead.

https://microsoftteams.uservoice.com/forums/555103-public/suggestions/37722985-screen-sharing-markup...
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