A 'better' way to save a one-off image of the 3d window is by going File>Save As (from the 3d window!), then selecting an image type as the format (.png .jpg etc).
This retains the anti-aliasing (smoothing of lines) and shadows AND hides the origin symbol (XYZ). Pressing the Explore button and taking a screenshot causes those features to turn off resulting in a poorer quality image.