I just called technical support and currently the default save location for a screenshot is to the desktop. I think this should be like the recordings and chat logs where we are able to identify a specific location for these items.
When you take a screenshot you are given the option of where to save it in the new GoTo App experience.
If you found this discussion useful, why not register/sign-in? It only takes a minute to add your support and vote for a new feature!