Think of it from their point of view though. They want to try and do something. For me to just flat out tell them "no, there's no possible way" is discouraging and robs them of autonomy. Obviously for crazy extreme circumstances I won't let them, like "let me convince the king to abdicate to me!" type things. But if I think the DC should be 25 or something I'm not gonna bother wasting my time calculating what the theoretical maximum could be for the roll because I genuinely cannot know. The player can always do things I don't expect or use other players' things to help. For reasonable but implausible things I'll allow rolls even if a nat 20 wouldn't work because I'm not calculating what a nat 20 could theoretically be.

Plus, I often give people little flavor benefits for nat 20s even if they don't have mechanical success.

don't let the country bumpkin make Arcana checks about monsters he's never seen

Why not? It could be fun! Of course non-critical rolls would be useless, but on a critical failure they could convince the whole party that dragons can't see movement, and on a critical success they could buy mere chance figure out where its voonerables are (it's a million-to-one chance, but it might just work!)...

or let the stick figure try to punch down a wall

Again, why not? All rolls, they take a bit of damage; critical failure, they break their arm or hand, and manage to dislodge a brick which starts a comically unlikely and extremely noisy Rube Goldberg chain reaction which ends up waking up and alerting all the guards; critical success, they hit the hidden button that opens the secret door (in another wall), starting a whole new subquest.

No, you're misunderstanding, I'm not saying the player, I'm saying the DM. I'm not going to waste everyone's time at the table checking whether a 20 on the die could possibly succeed given their modifier when I can just ask them to make a roll. It's way quicker.

I regularly play in groups with eight player characters, Kolkani. Do you want me to check all eight of their sheets and all their abilities that could possibly modify their scores or just ask them to make a Blah (Foo) check check and see what the result is? It's gonna be way faster for everyone to just ask them to roll.