When the the signature of a method says the method returns void, any HTTP errors are ignored. The documentation at <http://docs.jboss.org/resteasy/docs/2.0.0.GA/userguide/html/RESTEasy_Client_Framework.html#Client_error_handling> says that any result code >399 results in a ClientResponseFailure. That is indeed the case for methods that return a value, but not for methods that return void.
As a workaround I made all my REST calls return a value, even though it might be a dummy String.
My guess is that this is caused due to the fact that the anonymous extractor returned by DefaultEntityExtractorFactory.createVoidExtractor does not invoke response.checkFailureStatus() like the BodyEntityExtractor does.