Back in 2011, Duane Forrestor, when he was at Bing was interviewed about Bing Sitemaps and said:

So if 1% of your URLs are a mess, then Bing may trust your sitemap file less. I don’t know if this is still true with Bing.

Google says this is not true with them. Google’s John Mueller said “no,” Google doesn’t have this. He said they will go from URL to URL in your sitemap and try them. If they work, great – if not, they will move to the next one.

Pretty interesting.

Forum discussion at Twitter.