Lanefan
Victoria Rules
Sure it does - if the roll fails you-as-DM need to know a) why it failed and b) whether this would be obvious to the PCs.In 5e, the stakes of success and failure are clearly laid out (or at least should be) by the DM ahead of time based on the goal and approach of the PC. A roll only happens when there is a chance for success, a chance for failure, and a meaningful consequence for failure. Some DMs share the stakes before the player rolls. Some do not. No rationalization post-roll needs to happen, though.
The results and rationale of failng to climb a wall would usually be obvious, e.g. you used a loose stone as a handhold, the stone crashed to the ground and you almost followed it. The results of trying to talk past a guard not so much - sure she says "No" but there's a rationale behind that somewhere and you-as-DM need to dream up what it is; and quickly in case the PCs try again, or try a different approach.
You then IMO need to narrate the failure as it appears in the fiction.
That flavour is the whole point, as it can serve to inform the players/PCs as to why the attempt failed and - maybe - give ideas or clues (be they false or true or both!) as to what to do next.I mean, one could add some flair based on the result, but that would just be added description to further flavor the success/failure outcome.