Some of them do, some of them don't. Email is a very old system, and for some things there's no standards, for some things implementations predate standards so one has to live with what is out there. Some of them just broken and since there's often no standard to point them to they just say "well, we know there's industry practice to do X, but we prefer to do Y".
This is the problem. I've helped build my company's bounce tracker. There is an RFC that explains how you are supposed to do things, but at least 50% of email servers don't follow it.
You may get your whole email back, or just the start. The message may tell you what went wrong, it may not. It may tell you what email address you tried to send to that failed, that may be missing (some mail servers actually redact it).
The worst one is when they successfully deliver their bounce to the Return-Path but then corrupt the To on the bounce to be the To on the original message and then copy their Message-ID into the original message, thus removing any chance of successfully processing anything. I never figured out the actual MTA that was doing this, but Lotus Domino was involved.