Qube checks the exit status of the application. If the application exits in error, the frame is marked as failed. The fact that an image exists is not a sign of success (and I will argue that this is correct behavior).
For Nuke, there is not currently a way to ignore these errors, at least on the Qube side of things. You could write a wrapper script for Nuke that always exits with a 0 exit status & have Qube run that wrapper script instead of the Nuke executable.