Should you build the exact feature a customer asks for, or dig deeper first?

When a user asks for a new button or a custom dashboard, it's super tempting to just build it and make them happy. But half the time what they’re asking for is just a band aid over a much bigger issue they’re having with your app. If you just keep adding every requested feature your product becomes a bloated mess.

On the flip side if you question everything they say you risk sounding like you aren't listening to them. How do you decide when to just build what they asked for versus spending time investigating what's actually broken in their workflow?