UI not showing on screenshots although ticked in the options

Update

This bug was fixed in Patch 1.58.63

Problem

Although I ticked Capture UI in the game options, there’s no UI on the screenshots.

Cause

Unclear.

The options seems to be ignored since Patch 1.52.100

Solution

Use an external program like FRAPS, to make screenshots with the UI or use the Print Screen key and then copy/paste them into a picture editing software.