In the normal implementation, any error or fatal condition will effectively cause an exit(1). When working in the debugger this is not the optimal behavior, because usually the debugger considers the program terminated and as a consequence it is not possible to step back to the offending line of code.
By setting the environment variable SAS|RAISE_ERROR, the error library will raise(SIGUSR1) instead of exiting, and the debugger (at least gdb) will give the developer the chance to go back to the line of code where the error occurred.