I'm not sure this would ever cause you an actual problem though.
This doesn't prevent normal page load exceptions like you are talking about. It merely prevents the raising of the DataChanged event from causing the data provider to fail.
So I suppose it could make debugging harder in one narrow case: where you have a custom control that is handling DataChanged, and in your event handler you have a scenario where an exception is thrown. In that one case you'd lose valuable information, because your event handler's exception would be swallowed.
I suspect that is a rare scenario (though I could be wrong).
But it is also possible that the null ref exception was an artifact of SL 2.0 beta, or maybe SL 2.0 and is gone in SL 3.0?
Copyright (c) Marimer LLC