Subscriptions created via client.subscribe(...) adhere to the errorPolicy passed into its options (#11162). This however is missing currently in useSubscription and subscribeToMore even though they use the same primitive function to kick off the subscription.
To ensure feature parity, errorPolicy should be a supported option in both the useSubscription hook and the subscribeToMore function available on ObservableQuery.
Edit: support for errorPolicy in useSubscription is live with 3.11.