but why was this exception not reported as others client-side exceptions are?
In IE + DevMode you would have seen a NullPointerException on the console. If you use Chrome/Firefox + DevMode you never see the problem because both browser support the Audio element and thus its never null.
In DevMode, GWT automatically registers a DefaultUncaughtExceptionHandler that logs uncaught exceptions to the console. This only happens in DevMode and not if you have compiled your app. Thus if you dont have set your own UncaughtExceptionHandler in your app's onModuleLoad() you will never see uncaught exceptions once your app is compiled.
So always set an UncaughtExceptionHandler on your own and do what you want to do with that exception. For example I display an information message that something unexpected has happened and then send the exception to the server where it gets logged and a new issue is automatically created in an issue tracker.
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