It happens sometimes if you run your method directly from Immediate window.
VBA editor, in order to display Debug option needs to break the code on some line and it is impossible when error occurs on the line in Immediate window.
Example:
If you run the code below directly in Immediate window:
MsgBox 1 / 0
editor will display the following window:

However if you wrap this line of code into method:
Sub test
MsgBox 1 / 0
End Sub
and call it from Immediate window like that:
Call test
editor will raise an error because of the same operation but run-time error window will look like that:
