How do you think a user hope which behavior?
(1) check the error and pop up MessageBox(modal), interrupt user operation. (2) check the error and not notify to user.
Situations might happen where users can not be notified about the unexpected "thing" by a message box.
Usual software design options are described in the article "Exception Handling Alternatives" by Detlef Vollmann.
I suggest to avoid unchecked function calls. Would you like to detect every error situation as early as possible?
I read your suggestion as "detect every error at every function call."
It is in the right. And it takes labor and time to check them.
You do not need to make assumptions about error situations. Please check all error codes. Otherwise, it might not be noticed if anything unexpected went wrong.
Would you like to reduce the efforts for error code checking by an exception class hierarchy?
Some checks for return codes are missing.
Examples:
Would you like to add more error handling for return values from "WriteFile" like in the function "CommentLogToFile" and from "GetModuleFileName" in the function "GetUILanguageFile"?