You can do the exact same thing in Windows, just think of the SysInternals Suite and its power. It’s just that people on Linux expect problems, while the overwhelming majority of people on Windows/MacOS is using their device expecting it to work and if it doesn’t they go do something else or buy another device.
Also this completely untrue notion that you cannot fix Windows or play around with its internals is very prevalent, to the point that it’s a meme, so people don’t even try.
But I have to fight the stupid OS to give me useful information. I have to install 3^(rd) party stuff. By default you only get this useless error reporting tool. Even if you report an error your likely to never hear from anyone and the chance of the error being fixed is virtually nonexistent.
On Linux the necessary information is usually readily available. The worst offender in my experience is Steam itself. You can get logs from games fairy easily. But if Steam misbehaves things can get more complicated.