They don't give a F about any one and any laws as long as they get away with it. That's late stage capitalism for you.
From what I could gather, they're taken from Fedora and OpenSUSE. They're signed blobs for secure boot support.
It doesn't store screenshots, it stores text it gets via OCR from the screenshots in a SQLite database. Still one of the worst ideas these idiots ever had.
Bazzite comes with Distrobox pre-installed, so you can literally try every other distro with it lol