Despite the rapid progress of large vision-language models (LVLMs), fine-grained, state-conditioned GUI interaction remains challenging. Current evaluations offer limited coverage, imprecise target-state definitions, and an overreliance on final-task success, obscuring where and why agents fail. To address this gap, we introduce \textbf{FineState-Bench}, a benchmark that evaluates whether an agent can correctly ground an instruction to the intended UI control and reach the exact target state. FineState-Bench comprises 2,209 instances across desktop, web, and mobile platforms, spanning four interaction families and 23 UI component types, with each instance explicitly specifying an exact target state for fine-grained state setting. We further propose \textit{FineState-Metrics}, a four-stage diagnostic pipeline with stage-wise success rates: Localization Success Rate (SR@Loc), Interaction Success Rate (SR@Int), Exact State Success Rate at Locate (ES-SR@Loc), and Exact State Success Rate at Interact (ES-SR@Int), and a plug-and-play \textit{Visual Diagnostic Assistant} (VDA) that generates a Description and a bounding-box Localization Hint to diagnose visual grounding reason via controlled w/ vs.\ w/o comparisons. On FineState-Bench, exact goal-state success remains low: ES-SR@Int peaks at 32.8\% on Web and 22.8\% on average across platforms. With VDA localization hints, Gemini-2.5-Flash gains +14.9 ES-SR@Int points, suggesting substantial headroom from improved visual grounding, yet overall accuracy is still insufficient for reliable fine-grained state-conditioned interaction \href{https://github.com/FengxianJi/FineState-Bench}{Github.}