Backup task reports success despite drush_set_error()

I have a module that moves backup files around after a site is backed up. If it fails, it calls:

<?php
drush_set_error('PROVISION_BACKUP_FAILED', dt("Could not move source file to target: !target", array('!target' => $target)));
?>

Lately, it has been failing a lot, but I never realized it because the backup tasks were still reporting green, despite having this drush error in the logs. Is this not the correct way to throw an error during a task, or is this a bug? Thanks.