Back in 2011, Duane Forrestor, when he was at Bing was interviewed about Bing Sitemaps and said:
Your Sitemaps need to be clean. We have a 1% allowance for dirt in a Sitemap. Examples of dirt are if we click on a URL and we see a redirect, a 404 or a 500 code. If we see more than a 1% level of dirt, we begin losing trust in the Sitemap.
So if 1% of your URLs are a mess, then Bing may trust your sitemap file less. I don't know if this is still true with Bing.
Google says this is not true with them. Google's John Mueller said "no," Google doesn't have this. He said they will go from URL to URL in your sitemap and try them. If they work, great - if not, they will move to the next one.
@agking No. We evaluate on a per-URL basis -- if we can use a URL from a sitemap file, we'll do that. If not, we'll move on to the next URL.
— John ☆.o(≧▽≦)o.☆ (@JohnMu) January 5, 2017
Pretty interesting.
Forum discussion at Twitter.