The default format for screenshots has always been PNG. The fact it now saves as PDF for you, means you changed it at some point. There is no interface for that option and must be done through a terminal command.
Yes, 1 page PDFs used to be shown as their full image, but now they just appear as an icon.
If you want to change the format for screen shots to PNG or even JPG, you can issue the following commands in the terminal app:
defaults write com.apple.screencapture type jpg
then
killall SystemUIServer
replace jpg with png if you want them in png.
The other option is to set the Screen Capture "Save To" option to Preview, that way you can save it from Preview in any format you want without being stuck with one format.
press the command+shift+5 keys to bring up the Screen Shot ribbon, then click on Options and set the "Save To" option to Preview.
The next time you take a screen shot it will open the preview app, and then you can go to the File menu, and choose either Export or Export as PDF. When you choose Export (not as PDF), you can further choose what image type you want to save it as from the "Format" drop down.