A bug bit me where I had code that looked like

urllib2.build_opener(func_returning_cookie_jar())

instead of

urllib2.build_opener(HTTPCookieProcessor(func_returning_cookie_jar())

the subsequent http request went through just fine, except it didn't send the cookie.  Nothing complained, except me, now.

Throwing the exception deeper in the code made the unittest fail, so I suspect the "silently ignore handlers which don't actually do any handling" behavior might be by design, but it seems terrible to me.