The new UI doesn't do screenshots, the old one did. Steam uses the same key (F12) and for many/most people takes over when the UI is active. When in the car the game still takes screenshots like it always has, and puts them in UserData\screenshots like normal. And Steam takes one at the same time and puts it in its folder (assuming both the game and steam are still set to use F12). So without steam overlay and screenshots enabled, you won't get UI screenshots.