Try it.
1) Put a dialog popup in your MS desktop app that says, "Clicking OK below will destroy the chair beneath you. Clicking Cancel will make a box of chocolates appear on your desk."
2) Observe when a user performs a task that produces the pop up.
3)Ask the user if they were disappointed that no chocolate appeared.
The user will look at you with incomprehension.
To clarify, I am not criticizing users. Users are users, we're not going to change their behavior with training or help manuals. We need to design around them.