[bug] Failing examples do not make the build fail

[jgsogo]

This green build in AppVeyor: https://ci.appveyor.com/project/ConanOrgCI/examples/builds/30689171, the 2019 build output contains errors in the waf example:

[00:01:59] WafGen/0.1@user/channel: Already installed!
[00:01:59] mylib-waf/1.0@user/channel: WARN: Package is corrupted, removing folder: C:\Users\appveyor\AppData\Local\Temp\1\e513\.conan\data\mylib-waf\1.0\user\channel\package\3fb49604f9c2f729b85ba3115852006824e72cab
[00:01:59] mylib-waf/1.0@user/channel: WARN: Can't find a 'mylib-waf/1.0@user/channel' package for the specified settings, options and dependencies:
[00:01:59] - Settings: arch=x86_64, build_type=Release, compiler=Visual Studio, compiler.runtime=MD, compiler.version=16, os=Windows
[00:01:59] - Options: 
[00:01:59] - Dependencies: 
[00:01:59] - Package ID: 3fb49604f9c2f729b85ba3115852006824e72cab
[00:01:59] 
[00:01:59] ERROR: Missing prebuilt package for 'mylib-waf/1.0@user/channel'
[00:01:59] Try to build it from sources with "--build mylib-waf"
[00:01:59] Or read "http://docs.conan.io/en/latest/faq/troubleshooting.html#error-missing-prebuilt-package"
[00:01:59] 
[00:01:59] 
[00:01:59] C:\projects\examples\features\integrate_build_system\mylib-consumer>conan build . --build-folder=build 
[00:02:00] ERROR: conanbuildinfo.txt file not found in C:\projects\examples\features\integrate_build_system\mylib-consumer\build
[00:02:00] It is required for this command
[00:02:00] You can generate it using 'conan install'

or

[00:01:57] Waf: Entering directory `C:\Users\appveyor\AppData\Local\Temp\1\e513\.conan\data\mylib-waf\1.0\user\channel\build\3fb49604f9c2f729b85ba3115852006824e72cab\build'
[00:01:57] [1/2] Compiling src\mylib.cpp
[00:01:57] clang++: error: no such file or directory: '/MD'
[00:01:57] clang++: error: no such file or directory: '/EHsc'
[00:01:57] clang++: error: no such file or directory: '/O2'
[00:01:57] clang++: error: no such file or directory: '/Ob1'
[00:01:57] clang++: error: no such file or directory: '/DNDEBUG'
[00:01:57] 
[00:01:57] Waf: Leaving directory `C:\Users\appveyor\AppData\Local\Temp\1\e513\.conan\data\mylib-waf\1.0\user\channel\build\3fb49604f9c2f729b85ba3115852006824e72cab\build'
[00:01:57] Build failed

Are we handling properly the errors from the build.sh, build.bat and build.py files we are executing? Do we need to check the return code in every step in build.bat and build.sh scripts?