A failure on your machine is easy. You watch it happen, you open the runner, you scrub back through the command log.
A failure on the build server is a line of text in a log nobody read, at three in the morning, on a machine that no longer exists. What you collect automatically is all you will ever have.
Cypress collects three kinds of evidence, and two of them are on by default.
Screenshots on failure. When a test fails during cypress run, Cypress saves a screenshot of the moment it failed, into cypress/screenshots. This single image answers most questions: was the page blank, was there an error banner, was a dialog covering the button.