I think the confusion is related to the fact that you cannot use severity level 0 for use in sysmessages.

- Severity Levels that can be specified with RAISERROR range from 0 to 25

- Severity Levels for user defined messages to be added to sysmessages range from 1 to 25

And although severity level 25 is not explained like the others (as to what type of error this covers), it does exist and can be tested with RAISERROR('Test', 25,0) WITH LOG