Modified gravity theories with an effective Newton constant that varies over cosmological timescales generally predict a different gravitational wave luminosity distance than General Relativity. While this holds for a uniform variation, we show that if locally screened at the source and at the observer as required to pass stringent astrophysical tests of gravity, the General Relativistic distance is restored. In the absence of such a screening, the same effect must modify electromagnetic luminosity distances inferred from supernovae Type Ia, to the extent that the effects can cancel in the comparison. Hence, either the modifications considered employ screening, which leaves no signature in Standard Sirens of a cosmological modification of gravity, or screening does not operate, in which case there can be a signal that is however well below the forseeable sensitivity of the probe when astrophysical bounds are employed. We recover these results both in the Jordan and Einstein frames, paying acute attention to pecularities of each frame such as the notion of redshift or geodesic motions. We emphasise that despite these limitations, Standard Sirens provide valuable independent tests of gravity that differ fundamentally from other probes, a circumstance that is generally important for the wider scope of gravitational modifications and related scenarios. Finally, we use our results to show that the gravitational wave propagation is not affected by dark sector interactions, which restores a dark degeneracy between conformal and disformal couplings that enables observationally viable cosmic self-acceleration to emenate from those.