I am guessing it cannot be done with the controller..

While flying and recording video, I press the photo button on the remote to capture a photo and the drone will make the shutter sound.  However, it doesn't seem to actually work, as the photo was never captured.

Am I doing something wrong, or is this the right conclusion?

Also, if it doesn't work hopefully this is something DJI can implement in a future firmware upgrade )

Good question.  On my GoPro, I shoot video a lot, then in the GoPro editor, I can peel off a picture from the video.  Wonder if we can do either the above, or what I can do with my GoPro?  When I shoot video, you can move forward and back and then determine the best photo based on a number of different options.  

You can not take a photo while shooting video.  It's also not just a Spark issue as the Mavic also has this limitation.  It's a complaint I've had since I first started using DJI drones.  I've added it to the list of recommendations/suggestions/feedback.  It should be something easy to do since most if not all cell phones already have this feature.