Never… Sending diagnostics just sends them to a Sonos server where they are ignored.

Once you send diagnostics in you must contact Sonos support with the number so a tech will know your issue and then can pull them up and examine them.

Here works for contacting support, the phones are often the best option though.

Mod Edit: Edited for clarity and added link.

A good resource is the Diagnostics - How do they work? thread, but mostly it rehashes Stanley-4’s answer.