Even just knowing that most of the time if I launch an application from the terminal it'll probably tell me what it's doing.
For Windows, I'm looking for log files uhh... maybe %appdata% somewhere... maybe C:\Windows\Temp... maybe debugview... maybe a crash dump which is umm... somewhere...
Beyond the sensibility of Unix compared to Windows, it turns out having the source code for everything and a fleet of AI agents makes it really straightforward to diagnose problems.