Hello and thank you both for your feedback,
I think you both are fully aware that coded steps are a very powerful feature of Test Studio. What you can do in a coded step is only limited by your programming skills. The code can easily be doing something that doesn't even interact with the application being tested (in a browser or a WPF application). When that is the case, obviously it doesn't make sense to automatically take a screen shot of the application because that wouldn't represent what the code is trying to do.
Another complication is the code can easily be interacting with multiple screens of the application. We have a technical limit of one screen shot per test step, which means we can't add multiple screen shots of multiple pages for the one coded step.
For all the above reasons we chose to not automatically take a screen shot... it would be wrong too often. But it does make very good sense to give you the ability to insert your own custom screen shot/image of your own choosing for your coded steps. That's what the feature request is all about. I am hopeful we'll be able to implement this feature in the near future.