which and where is the file with ksnapshot settings ?

There must be one somewhere...

for some reason, it is always "remembering" the same extension I do not want, despite of changing it to the one I want or to not remember anything...

Is this the file you are looking for?
Chapter*3.*DCOP Interface

Not quite, but thanks.

That theoretically, as it states, would allow to change anything that is supposedly saved in some configuration file somewhere. But the specific thing I want to change, the default extension, is not possible to change through this methods, apparently. The closest thing seems to be the "save file" argument, with implicit file extension, which I've tried, but didn't work.