If they could "explain to you how to solve the problem or what went wrong" then they wouldn't need to show a vague error message. They'd just fix the problem.
This might not apply as much to the web, where the problem is likely a malfunctioning network connection, or a problem with the web server (or server side code). But it could help where the user is having a problem trying to accomplish something with an application which they will never be able to do until they change something on their end, or attempt it a different way.