Your curiosity, professional or personal, probably has little bearing on what they tell you. The wording you use doesn't matter - exit interviews are always framed as "what we could have done better/could do better in the future?" but it is rarely so innocent in reality, and people know this. At best, companies use divulged complaints as a basis for negotiation retain the employee (what if we raised your salary to match your offer? What if we reassigned you to a different manager?) but often it is simply used get the employee to sign a waiver relieving to company of any legal blame. And a likely outcome is that their complaint about their boss gets passed along and it bites them in the ass when they need a referral down the road. So what advantage do they have for being honest? In what way could it possibly benefit THEM to tell you anything?

To be honest, a company should always know or be able to figure out the real answer to this question if it their own doing. Either the employee got a better job or the writing was on the wall. If you as a company have people leaving and no one knows why, you don't ask the leaving people you ask the people who are staying - Bob is leaving, is there anything we can do to improve YOUR experience? When they are out the door it is too late, so focus on the employees that are there.