We have internal tooling which we run on an admittedly rare basis to effectively "extract" screenshots from AppStream metadata provided by packages, which is done separately to the rest of the appstream metainfo which ships with the packages themselves. The Software Center will use any appstream metainfo available on the operating system to enrich the current Software Center experience with iconography and other metainfo not provided by our index of packages themselves.
There are ways @DataDrake and I have thought about improving this going forward, like having the repo server or some other piece of software in our toolchain dynamically extract the appinfo from packages and add it to a secondary index for use in the Software Center, but that isn't necessarily going to be in sol, let alone in the initial rewrite of the Software Center. Time will tell.
Not all applications provide screenshots. Most CLI software don't include AppStream info either. This is pretty normal.