Sorry for the delay...
The problem is that rsync can't tell beforehand that it won't be able to
write to any of the files, and transferring files happens pipelined so
that errors on previous files may appear after transmitting the next
file has already started. This is part of the optimalization of rsync to
make it as fast as possible.
However, the current 2.6.4 version should correctly report errors about
the transfer of the files, so that the user shouldn't get the idea that
the files were transmitted.
Paul Slootman