At least for me the message is written to the log but the script does continue. I am sure there is a more elegant solution to clean up your log, but the middle four lines here is a 'brute force' approach:
Names Default To Here( 1 );
dt = Open( "$SAMPLE_DATA/Big Class.jmp" );
log entry = Log Capture(:Height << Range Check( LE LE( 48, 62) ));
if(
is missing(regex(log entry, "^(\!NOut of range.*Continue\!\?\!N$)|()")),
throw("Unexpected problem in range check:\!N" || char( log entry ) )
);
check = :Height << Get Range Check;
Show( check );
To simulate an error (I don't know what might cause Range Check() to fail) you can replace the log entry line with this:
log entry = Log Capture( 1/"a" ) ;