it by default uploads screenshots to public imgur, which was surprising and a no go for corporate setting, you can change that in setting, but it is still wants too do too many things
It doesn't as of a recent update (due to continued stability issues at Imgur). The default behavior is to not upload anymore.
Additionally ShareX pops up a big red warning telling you that you're about to upload. There are some forks (see: ShareNot) that explicitly remove any uploading, but by default there is a registry key, a setting, and a big warning that you can enable that disables uploading.
Embeddable as well. Anyone with a website should use this method so they can maximize the use of their hosting.