A OS390 Job which sometimes ends with SystemCode U0044 which is OK so at Runtime Tab code 44 was defined not to end with CANCEL but ENDED_OK.
Anyhow the Task ends NOT_OK seems that the Runtime Tab and the exception don't work it seems that the Return Code Handling is not working properly.
Trying to set the expected Return Code to U44 as per the documentation does not help.
Z/OS (MVS) Agent of any version
This is by Design as Developer Team currently explains here:
Z/OS return codes with a leading U (user) or S (system) are always interpreted as job abortions, and this - contrary to the expectation of the customer - cannot be overridden by adding the numerical AE equivalent to the step list. The whole paragraph seems to be missing altogether from all later, web-based versions (12.3, 21.0, 24.0) despite the behavior staying the same.
This information was missing from the documentation and will be added.
This update was added to the official documentation in version 21.0.10 and version 24.