Currently, if a Vuser running in a scenario receives some error, this will stop the Vuser in question getting the error.
If this error is frequent enough, or caused by something expected, this does not give the opportunity to handle this behavior live as the scenario is running. This might change the results of the scenario too much if too many Vusers fail and/or are stopped this way.
'Continue on error' Run-time setting is only partly useful as it will apply to all errors regardless if there is something expected or not.
The idea is if somehow there could be the option to not stop the Vuser receiving a specific error - instead to give the users some time to handle this live as the scenario is running.