Confirming that there is a misbehavior in the whole story - depending on the point of view, it is either in the error messaging or in the rule behavior. We will triage it and plan further action on this one - thanks once again for the valued feedback!
There seems to be a bug with the Unmatched requests passthrough feature.
Step1: create a rule to match on a site that does not exist. If the rule is successful, it will highlight the session with color:
Step 2: browse to that site. You will get the following error:
"this request did not match any of the enabled rules" . So how come we see the color highlighting?!