I think it makes sense. They refocused it on sharing or extracting information from screenshots. Which is what people want more than saving them to the camera roll. Being able to copy text or translate the text in a screenshot is super useful.

Just go to Settings > General > Screen Capture, and turn off Full-Screen Previews - which fully restores the previous behaviour.

Personally I prefer the new behaviour.

But eitherways: it’s just an option.