It seems to me what's often missing is good instructions on how to be a better player. Stuff like trying to roll with the vibe of the game, engage with the setting and characters, be proactive but not disruptive, bring the other players into things, do cool dramatic stuff, don't turtle, etc. Some of this will vary by game, but even the best GM in the world can't operate in a vacuum.
The 5.24 books talk about this a bit, mainly on the social contract side. Daggerheart takes a page from the narrative side of the house and includes explicit Player Principles and Best Practices (the former right up front before you get to character creation rules) to help shape expectations of what it means to be a player in this game and how to make the table successful.
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Im not sure how hard I’d consider DMing, because I don’t have a really good POV at this point. I’ve definitely gotten better over the years, and did so by searching out ideas and tips and new ways of thinking about what we were doing. The most useful for me was running into discussion about “the game is a conversation” and how to deliberately manage and construct that conversation to achieve the game feel you and your players want. I don’t think I paid for that though.