And you could set a folder to save those screenshots to - but Steam has Removed that feature.
You can still set the folder but nothing happens apart from saving a Screenshot for your Collection
So instead of having picture with "Screenshot_MML - London St Pancras to Bedford_52.13510--0.47875_07-59-48.jpg" which was handy if you had a problem you knew the location
Now the same picture is "20200708190509_1.jpg" so you know the time and date and nothing else.
And instead of storing it in a folder of your choosing it goes in to "Steam\userdata\94991995\760\remote\(game appid)\screenshots"
PeterHi there,
To facilitate uploading screenshots to your profile, Steam no longer stores screenshots in the set folder by default. Instead, you can find your screenshots in Steam\userdata\94991995\760\remote\(game appid)\screenshots.
If you would like an additional uncompressed copy of the screenshot saved to the location you can set, please check the "Save an uncompressed copy" box on the steam > Settings > In game screen.
Please let me know if I can help clarify anything else.
Steam Support
Mitch