In a normal install, Mailman's crontab is installed for the 'mailman' user and any errors from cron jobs are mailed to 'mailman'. However, mail to 'mailman' is normally handled by the MTA as a post to the site list, and often the site list rejects or discards this post, so the error report is never seen.
To avoid this, you can add a MAILTO= line to the beginning of Mailman's crontab to specify a real user address to which to mail error reports, or you can ensure that the 'mailman' list will accept this mail.