The feasibility of this depends a little on the UI design. We have an API to get a screenshot of a web page, but I'm not sure how we'd inject that into the web activities UI.
A Pivotal Tracker story has been created for this Bug: http://www.pivotaltracker.com/story/show/53547189
Francis, Is this something we're thinking to add for 2.2 or 2.3?
This sounds like a good idea but it hasn't been included in any 2.2 planning. Passing on to Wilfred for consideration for 2.3.