Print Screen only takes pictures of Desktop, not applications? (Could be Steam related)?

As the title states, I can't seem to take pictures of the applications I have open, whether it be in fullscreen or windowed.

I was trying to play Rust through Steam, something happened I wanted a screen shot of, and it just takes a picture of the desktop behind the application running.

I'm under the impression it may be Steam that's causing it to happen, since I can screenshot things like Minecraft both windowed and fullscreen.

If any knows of a possible solution, or why this might be happening, I'd be very appreciative.

And yes, I know Steam has a screenshot function, I'd just like to know why this started happening, it's only started recently.

Alt + Prt Scr

Just play rust in windowed and prt scr it it will capture it