They don't. In a GUI a directory you don't have permission to write to is greyed out, or shows a "no entry" cursor when you drag something to it. An unmounted volume just isn't shown in the first place. A full disk shows an error saying how much space is needed, or asks you to free up space.
> In a GUI a directory you don't have permission to write to is greyed out, or shows a "no entry" cursor when you drag something to it.
Neither happens on macOS. Instead, I can drag the file as usual, but then I'm shown a dialog which asks me to login. It doesn't do a brilliant job of explaining the problem, but it's probably better on balance than the command line's "Permission denied".
> An unmounted volume just isn't shown in the first place.
Is this significantly different from the volume not being listed under /Volumes (again, this is where it turns up on macOS)? I think I almost always use tab-completion with that directory anyway because volumes rarely have reasonable names.
> A full disk shows an error saying how much space is needed, or asks you to free up space.
I'd be surprised if the command-line error wasn't similar, tbh.