The clipping tool was overhauled in the Windows 10 1809 update (October 2018), the screenshots are saved to clipboard only. Being able to capture with various methods by using the Print Screen key only (alternatively Windows+Shift+S) without third-party software makes this feature highly beneficial, but the clipboard limits the potential. For instance, I don't think that the Stack Exchange image uploader can handle any clipboard data.
Pasting to some image editor such as Paint, then exporting isn't an acceptable answer.
WinKey+Prt Sc
saves a full-screen screenshot to your "Screenshots" folder, right?