I have similar story from tech support.
Client is reporting that Some Thing Program doesn't work. I ask if there's an error message with further information about what's not working. Client says "no". I go over and ask Client to open Some Thing. Client double-clicks on the icon for Some Thing, it starts to boot, an error message dialog flashes up on screen, Client closes error message before I can read it, Thing closes after the error.
"What did that error message say?" I ask.
"What error message?" asks Client.
I tell Client to open the Some Thing again and then not click anything else. Client opens Some Thing, error message appears, Client clicks it away again.
I tell Client to stand up, step away, and give me physical control of the computer. I open Some Thing, start looking at the error message without closing it, and Client says "You should close that." I tell Client that I am reading the error message. Client is apparently accustomed to treating error messages as a kind of spam email that should be deleted as fast as possible, and gets agitated that I'm reading it.
I read the error message. It tells me what the problem is. I fix the problem. Some Thing works now.
Later, I start thinking about how such an error message might perhaps be engineered to be more attention-grabbing and close-resistant as a way of making people read it. It's not important for some random program here, but there are more important systems (medical, etc) where it would be reasonable to demand the user's attention because people's lives depend on paying attention to the error message.
But then people with a perverted intellect would still be thinking about ways to avoid reading the message, like dragging it off edge of screen or hiding it behind another window. So maybe the dialog box could have an always-in-front feature to override other windows, and the alert could use the computer's hardware "beep" functionality that can't be switched off by muting the regular sound system, and keep beeping... shit, I realize I'm reinventing pain, and get philosophical about it.