When you go in to edit a rule, it has the "Rule Insight" on the the far right. It displays some useful information. The Rule Insight shows the date and time when the rule was last applied. If you are an admin, it would be helpful to link you directly to that last applied conversation or even a history list of the last few applied conversations. It would cut down on searching for the conversation and make it easier to find any example issues that the rule may be causing if it is not running as intended or desired.
I also think that rules should save a history of the messages that they've been applied to. This would facilitate testing hugely.