Either they're doing the UX research wrong or (more likely) you're misunderstanding the process. You don't ask them if you should do X/Y/Z. You ask them to do X in the program, and see that none of them can find widget Y which controls it because they keep clicking on widget Z.
It's about observing the users fumble through your UX when you know their motivation.
It's about observing the users fumble through your UX when you know their motivation.