Running a command that returns a non-zero exit code results in existing the interactive shell you get with eessi shell:
lima $ eessi shell --eessi-version 2025.06
...
{EESSI 2025.06} kehoste@lima-eessi:~$ cvmfs_config chksetup
root privileges required
ERROR: Non-zero exit code detected for interactive shell!
lima $
That's because we use set -e when we set up the shell, which doesn't make much sense...