Yes the CI should fail, or else you would be deploying something that can't match your errors to your source code (via the sourcemaps which is what presumably gets uploaded to sentry on the CI run).

Take in advance that I don't know Sentry, nor webpack et al but, in my mind, I'd like to have an opportunity to continue my build process with a big, red warning.

I prefer a 98% accurate error reporting better than a 100% one I can't push to production.

Or maybe I'm not understanding well the value Sentry offers, of course.

I kind of agree. Their source map thing to get better traces is a nicety, but few would find it release blocking to forgo it

Edit due to other comment: this assumes CI/CD. If you were deploying only weekly then this might be good reason to delay

It can be desired to continue on failure, the tradeoff is that there is then a release out there with lacking error-sourcecode mapping.

I think if your release cycle is longer, then you will prefer not to deploy without sourcemaps.