Screenshot app won't remember my settings on MacBook Pro M3 running macOS Sonoma 14.4

When I make a screenshot, I want the image immediately saved to my desktop, without that annoying little five-second preview down in the right corner of the screen.

Luckily, there's a setting for just that: just remove the check mark for Show Floating Thumbnail.

But for some time now, the Screenshot app won't remember my chosen setting, the check mark keeps returning after every screenshot I make.

Is there a settings file somewhere that might be corrupt and can be deleted via Terminal?

MBP M3 Max 16", Sonoma 14.4

[Re-Titled by Moderator]

Original Title: Screenshot app won't remember my settings