MacBook Pro Retina screenshot in higher resolution than the native?
By selecting the far-right setting for resolution within System Preferences, you are seemingly increasing the screen resolution to a value greater than 2880x1800. This is exactly why you are seeing an image with greater dimensions.

What the display settings allow you to do is scale resolutions so words and images all appear larger or smaller on the display screen yet all fit within the physical display (through scaling). 

That being said, any scaled resolution may not offer the same image quality as the "Best (Retina)" setting depending on the application etc. 

Also, the fact that your graphics performance will vary when scaling the resolutions indicates that your computer is using system resources to compute/adjust/scale what your display projects. This is how the resolution appears to be more, or less, than what the hardware should support.

Each alternate resolution will be higher or lower in dimension but scaled down/up to fit the display window.