The doxygen here says that an exception is thrown, but it isn't.
In my own branch, I've put in an exception: https://github.com/chrisdembia/opensim-core/blob/delay-debugging/OpenSim/Common/ComponentConnector.h#L230
@aseth1 if that exception looks right to you (and it looks like it's in the right place), I'll create a PR and add some testing for it in testComponentInterface.