A simple SMS confirmation only gives you the PNR and time. The PDF format contains the full Terms and Conditions, including baggage allowance (cabin and check-in), cancellation charges, and airline contact numbers. This is vital if your flight is delayed or cancelled, as you have immediate access to the airline's policies printed on the ticket.
Once your payment is successfully processed and the booking is confirmed:
Unlike a simple screenshot, the PDF format is standardized, making it ideal for official purposes.