Yes the CI should fail, or else you would be deploying something that can't match your errors to your source code (via the sourcemaps which is what presumably gets uploaded to sentry on the CI run).
I prefer a 98% accurate error reporting better than a 100% one I can't push to production.
Or maybe I'm not understanding well the value Sentry offers, of course.
I think if your release cycle is longer, then you will prefer not to deploy without sourcemaps.
Edit due to other comment: this assumes CI/CD. If you were deploying only weekly then this might be good reason to delay