There appears to be a bug where it doesn't save the screen capture. The screen capture is there, but the problem is it's not referenced in the config.txt file.
In Content Manager, open the asset for editing in Explorer.
Look for your screenshot image.
Open the config.txt file and edit the thumbnails section by changing the default jpg file to the screen capture one you have in the route folder.
Save the config.txt file.
Close any folders and then submit the route. (asset)
Check in Content Manager to ensure you have the desired screen capture.
If this doesn't work, you can always take a regular screen shot and resize it down to 240 x 180, call it whatever you want. You then copy this file to the route folder by opening up the asset (route) for editing as above, and edit the config.txt file accordingly to reflect your image file.jpg.
Hope this helps.