Why do you need to learn the intricacies? For example, vanilla XCOM didn't ever tell you that Mutons were resistant to AP until after you killed/stunned one and researched it, or that fire works really well against cyberdisks, and it certainly never explained the damage mechanics.
1) I'm absolutely fine about not knowing unit's specific weaknesses and quirks until it is researched. However, in this particular case, researching it won't help;
2) Regarding cyberdisks, it's pretty obvious (after reading in-game information) that fire WILL work on cyberdisks, the only thing that you're not told - is that it will work to a far greater extent that you'd likely to expect. In other words, an issue with quantities (fire works all too well on 2x2 units) rather than with qualities (2x2 units are immune to extra stun damage, "because they just are").
But most of all, giving examples on vanilla XCOM isn't very convincing - it's not an ideal game, it does have lots of quirks, and a lot of those quirks were categorized as "bugs" by fans and subsequently fixed with fan patches and patch tools.
It's bizarre to expect anything else... except for maybe Tetris, you need to experiment in all games.
Yes, you do. No, experimenting won't take you too far if the game doesn't provide you with enough data to make conclusions. Hit log is pretty great, but it gives only binary "yes/no" answers, nothing else. When I encountered this situation - I went on and wrote a post about special damage, because it's the
only available piece of information, that reapers have strong special damage resist, so I concluded that it's the cause.
Given a very extensive experiment outside of normal gameplay (breaking all armor on a reaper then trying to stun it), I'd discover that my previous conclusion was wrong, but then my next conclusion would be "it's a bug" - a behavior that's both not really plausible within game's setting and not documented (as a special case).