Screenshots not auto saving to desktop?!

With my old operating system, when I took a screenshot on my Mac (shift/command/4) it would automatically save to my desktop as file name: "Screenshot (date)". Since I have upgraded to Catalina in 2020 it no longer does this.

Now when I take a screenshot it opens it in Preview. Then I must choose to save it or delete it. How do I avoid this extra step and get back to my screenshots saving directly to my desktop again?