Don't Want to Store Location Data from Screen Shots

I found that every Screenshot (pressing Home and Sleep buttons together) I took has the current location recorded on the screenshot picture saved in Camera Roll.

How can I tell my iPhone stop recording the location to the screenshots, while allowing photos taken from iOS Camera app continues recording location data?

I tried:

On iOS 7.1.2 Settings>Privacy>Location Services, I can choose if I want to include / exclude my location from each app by turning them On or Off. But I can't find a way to change the screenshot function.