Not too much convincing but here is what I have got.
Without any interaction, capturing on WLAN's may only capture user data packets with "fake" Ethernet headers. In this case you won't see any 802.11 management or control packets at all and the 802.11 packet headers are "translated" by the network driver to "fake" Ethernet packet headers.
A 802.11 LAN uses a "broadcast medium", much like (the mostly obsolete shared) Ethernet. Compared to Ethernet, the 802.11 network is even much "broader", as the transmitted packets are not limited by the cable medium. That's one of the reasons why the 802.11 network adapters have two additional mechanisms to ignore unwanted packets at the receiving side: channels and SSID's.
Conclusion: the packets you'll be capturing with default settings might be modified and only a limited amount of the packets transmitted through the WLAN.
Now, changing the 802.11 capture modes is very platform/network adapter/driver/libpcap dependent and might not be possible at all (Windows is very limited here).
Unfortunately, most of the device drivers for wireless 802.11 NICs
(particularly for Windows operating systems) don’t provide the hooks to capture/copy
received 802.11 frames for use in Wireshark
The Windows Network Driver Interface Specification (NDIS) API does not support any extensions for wireless monitor mode in most versions of Windows. Starting with NDIS 6 in Windows Vista, it is possible to enable monitor mode. NDIS 6 supports exposing 802.11 frames to the upper protocol levels; with previous versions of NDIS only fake Ethernet frames translated from the 802.11 data frames can be exposed to the upper protocol levels.
Linux's interfaces for 802.11 drivers support monitor mode and many drivers offer that support. FreeBSD, NetBSD, OpenBSD, and DragonFly BSD also provide an interface for 802.11 drivers that supports monitor mode, and many drivers for those operating systems support monitor mode as well.
In versions of Windows prior to Windows Vista, some packet sniffer applications such as Wildpackets' OmniPeek provide their own device drivers to support monitor mode.