UPDATE: As several readers pointed out in the comments field, the bug stores screenshots of bookmarked sites only, and as they're stored on the microSD card rather than the ROM, it makes sense they wouldn't be
deleted after a factory
reset.
Remember, if you
delete the recovery information from your Surface
after you create the USB recovery drive, make sure you keep the USB recovery drive in a safe place, since a recovery image will no longer be stored on your Surface, and you'll need your USB recovery drive if you ever need to refresh or
reset your Surface, says Microsoft.