At the end of the poke method, URLSensor has the following code:

except Exception:
    e = sys.exc_info()
    self.log.debug("Caught an exception !: %s", str(e))
    return False

This catches any exception the Sensor might have, logs it, but does not propagate the error.

Maybe this can be the reason we've seen a couple sensors that had failed, but did not trigger an alarm?