Add more debug output to check_directory_for_desktop_file()

This is a follow-up to this comment on !1415 (merged).

It would be useful to add a g_debug() or two to check_directory_for_desktop_file() to make it easier to debug user-reported failures in launching the right app or finding the .desktop file to launch. I think it would be pretty difficult to debug otherwise, as it’s in code which is very affected by the different directories/files available on different users’ machines.