I may have misunderstood, but the Explanation states
If the input value cannot be converted to the resulting type, then an error is returned.
Looking at the MSDN article, it says
Returns a value cast to the specified data type if the cast succeeds; otherwise, returns null.
There is however one way in which an error can occur mentioned in the Remarks section of the MSDN article
However if you request a conversion that is explicitly not permitted, then TRY_CONVERT fails with an error.
Therefore, as far as I can tell, unless you were trying to convert an image, I don't think that the batch could return an error.