I've run a test with PicoScope 6.6.18 and verified that it saves to bmp, gif and png formats through the File -> Save As... menu showing only the waveform display. The other option is to use Edit -> Copy Entire Window As Image which is what I presume you are doing?
Was it an older version that you were using?
The best way to share the data with settings is to save the file into the default .psdata format. Your colleagues can install the PicoScope software on their PCs (for free) and open the files using the application.