Virtually everything you create is copyrighted the moment you create it.
So, yes, press releases are copyrighted. This prevents CompanyX from taking CompanyY's press release, swapping the name brand of the product, then releasing it as their own.
As for screen shots - many news/reviews sites create their own screenshots - which would seemingly fall under the same type of copyright as these videos.
TJ - let me ask you this, if you'll ever answer (still waiting for an answer about BackLogg)... If I use a program, say Microsoft Word, to create a work, say a novel, should that novel be Microsoft's to profit from, since I used their copyrighted program in the process of creating my work?