i know its likely going to be an annoying question. but i cant find quick info on where my screenshots are sent and what kind of data is retained / how privacy

i know its likely going to be an annoying question. but i cant find quick info on where my screenshots are sent and what kind of data is retained / how privacy etc. will work. since this is device screenshots, kinda (not the same i get it) reminds of MS trying to grab the screens. It might be good to put some explicit text on such matters to reassure / inform people around it. it was the first thing that came to my mind. (sorry, a bit biassed mind!) also, kinda wondering why not photos too? what happens if the submitted picture is not a screenshot but a photo or a drawing? does it filter those out?