Improved error messages are feature requests because 1) there is no particular guarantee in the doc and 2) changes can break existing code, so should only happen in an new x.y version.

When reporting behavior, it is helpful to give *minimal* code that will reproduce, either in the message if small, or attached. For example, with 3.1.2 on WixXP

>>> import subprocess
>>> subprocess.Popen("xyz")
gives
WindowsError: [Error 2] The system cannot find the file specified

Although in this case the literal name is in the traceback, it is not always. So I am leaving this open. Given that

>>> open('xyx')
gives the more helpful
IOError: [Errno 2] No such file or directory: 'xyx'

it seems it might be possible by using the io code.