I'm going to start out by saying I kinda solved this problem. ctrl + printscreen, shift + printscreen, alt + printscreen, and os (or windows key) + printscreen all take screen shots. However, pressing the print screen button or F12 does not work. Those 2 were my go first options. I don't know why they don't work, but I think they should work.

You would have to ask on Egosoft's forum as to why but it is a bit odd in my opinion. I already found the way screenshots work in X3:Reunion odd, my first X game.