Why does this happen?
If you encountered an error that read, "Unfortunately, since you are a Manager of this account, you don't have the permissions to create a Snapshot...You'll need to contact your Account Owner to create a Snapshot of this website." You don't have access to that domain within the Crazy Egg account. The reason is that you have Manager-level permissions.
How to Resolve this Situation
Contact the owner of your Crazy Egg account (the person who invited you to the account) and ask them to add the domain and change your permissions to access that domain. The steps in this article will help the Provide a Member Level Team member access to a new site.