jQuery AJAX Not Returning Error Message with SQL Server

Question

I'm testing jQuery AJAX to return data from a SQL Server table. In the AJAX call I have a failure function to show any potential errors in an alert box. However, when there are errors, it doesn't show the error. It just doesn't run. If I show the browser's console I can see the error, but why isn't my failure function working?

My ASP.NET Function on the 'MyPage.aspx' page. I created an error in the SQL String as an example

Public Shared Function MyFunction(RecordID As String) As String
    Dim vRESULT As String = ""

    cn = New SqlConnection(cs)
    cn.Open()
    'THIS IS WRONG AND SHOW THROW AN ERROR BECUASE IT"S MISSING 'AUTO' AT THE END
    sq = "SELECT * FROM MYTABLE FOR JSON"      '<--- For example sake, I left off "AUTO"
    cm = New SqlCommand(sq, cn)
    dr = cm.ExecuteReader
    If dr.Read() Then
        vRESULT = dr(0)
    End If
    dr.Close()
    dr = Nothing
    cm = Nothing
    cn = Nothing

    Return vRESULT
End Function

My jQuery AJAX Script. Why doesn't the failure function work?

$(document).ready(function () {
    $('#button1').click(function () {
        $.ajax({
            type: "POST",
            url: "MyPage.aspx/MyFunction",
            data: '{RecordID: 1 }',
            contentType: "application/json; charset=utf-8",
            dataType: "json",
            success: function (data, textStatus, jqXHR) {
                $("#results").html(data.d);
            },
            failure: function (response) {
                alert(response.d);
            }
        })
    });
});

EDIT: To be clear, here is the solution suggested in the comments. You must use this instead to display the error:

        error: function (response) {
            alert(response.d);
        }