If an Exception is thrown in ItemReader.open(), then execution stops with Status FAILED. But if an Error (in my case java.lang.NoClassDefFoundError) is thrown, execution stops with Status COMPLETED. This should also be the FAILED Status (no matter that JSR-352 only talks about exceptions, I am sure they meant Throwable).
It seems that other methods are affected as well (like ItemWriter.writeItems()), but I did not investigate that in detail.