Hello,
Thank you for using Microsoft products and posting to the community.
For the "directly opens the window in which I can draw the area I want to select" behavior, press Windows+Shift+S and see whether it works normally.
It still uses Snipping tool functionalities but you do not need to open the tool.
The behavior of the screenshot key can be changed by right-clicking Start->Settings->Accessibility->Keyboard, and try turning off "Use the Print screen key to open screen capture" to revert to the traditional behavior (captures the full screen to the clipboard only).
Feel free to post back if you need further assistance.
Best Regards,
Johann - MSFT | Microsoft Community Support Specialist