You can get a non-zero exit code by using abort_on_example_error since #77 but sometimes (e.g. nilearn documentation build in CircleCI) you want to run all the examples to see all the failing examples at once.

I think that the doc generation should exit with a non-zero exit code if one of the example has an error. For the nilearn release, a documentation with broken examples was uploaded. This would also remove the need to grep the log of make html-strict for "Traceback" occurences in CircleCI for nilearn.