I don't consider it helpful writing a conformance test, for something that is not specified. One could simply omit the error codes, but if this call should fail an app may log/present a more meaningfull error message than without it. If the error codes should be different from Windows, this is no problem either (..may vary by operating system..).
You're wrong: application could easily depend on last error code. A conformance test should verify documented behavior and investigate undocumented part of it.
http://www.winehq.org/docs/winedev-guide/testing-what
"However, undocumented behavior should not be tested for unless there is an application that relies on this behavior, and in that case the test should mention that application, or unless one can strongly expect applications to rely on this behavior, typically APIs that return the required buffer size when the buffer pointer is NULL."
What counts? What's on the web page or your statement?