I'm not qualified in any feasible way to talk about this...but
Maybe it has to do with how individual developers make their games. Like if every game defaults screenshots to somewhere different it is difficult for steam to properly identify and place the file?
But aren't the screenshots handled by the Steam overlay directly? The only 'screenshot' feature I've ever seen in game is photo mode. Actual screenshots have been through Steam or print screen (Greenshot).
Steam settings > In game. There's a whole screenshots section. It only saves the screenshot temporarily until you upload it to Steam unless you set it to save another copy. Extremely simple.