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I kinda get it, but I also feel this going to be yet another 'standards' thing.
Most config files are here:
User specific tends to be in:
And when it comes to Windows, take your pick of the registry hive (HKLM, HKCU, ...the other ones...), Prog Files, Prog Files x86, AppData (Local, Roaming, LocalLow), etc.
If it's not, it's usually trvial to find the config file from the running process as part of the launch command, or indeed in a softlock from their lsof output.
But, what if the config is not in a dedicated file? What if the config is read from a database? What if the config is interactively set at launch shudder?
I get it, the person is asking for it to be explicity pointed out in the documentation/help. However, if it's not documented, then it's probably shitty software - so why would you expect them to follow this rule just for config files?
I think, inevitably, this actually comes down to sysadmins who don't bother to RTFM but also don't push back on devs/managers when asked to fix something they can't. Also, again, see the XKCD...