Format mismatch doesn't coerce to NaT

[shuttle1987]

Code Sample, a copy-pastable example if possible

>>> pd.to_datetime("00:01:18", format='H%:M%:S%', errors='coerce', infer_datetime_format=False)
"00:01:18"

Problem description

In this example code I have made a mistake with the format 'H%:M%:S%' it should be '%H:%M:%S'
instead. Since I have specified errors to 'coerce' getting a string as the return value here seems very surprising to me.

Expected Output

Given that I have specified errors='coerce' and infer_datetime_format=False I'd expect to get a NaT result here.

Output of pd.show_versions()

[paste the output of pd.show_versions() here below this line]
INSTALLED VERSIONS

commit: None
python: 3.7.2.final.0
python-bits: 64
OS: Linux
OS-release: 4.15.0-1031-aws
machine: x86_64
processor: x86_64
byteorder: little
LC_ALL: None
LANG: C.UTF-8
LOCALE: en_US.UTF-8

pandas: 0.23.4
pytest: 3.8.0
pip: 18.1
setuptools: 40.2.0
Cython: 0.28.5
numpy: 1.15.1
scipy: 1.1.0
pyarrow: None
xarray: None
IPython: 6.5.0
sphinx: 1.7.9
patsy: 0.5.0
dateutil: 2.7.3
pytz: 2018.5
blosc: None
bottleneck: 1.2.1
tables: 3.4.4
numexpr: 2.6.8
feather: None
matplotlib: 2.2.3
openpyxl: 2.5.6
xlrd: 1.1.0
xlwt: 1.3.0
xlsxwriter: 1.1.0
lxml: 4.2.5
bs4: 4.6.3
html5lib: 1.0.1
sqlalchemy: 1.2.11
pymysql: None
psycopg2: None
jinja2: 2.10
s3fs: None
fastparquet: None
pandas_gbq: None
pandas_datareader: None

[MarcoGorelli]

I think this should just raise - errors controls invalid parsing, whereas here the error happens before the parsing even begins