If the environment variable PRETIX_CONFIG_FILE is set but the file can not be read because it does not exists or permission is denied, pretix just runs with default settings. When setting up a new installation this can be confusing and difficult to debug.
I think it is safe to assume that someone who sets PRETIX_CONFIG_FILE aims to point it at a readable file, so raising with a more understandable exception is expected or at least helpful. Otherwise, the user will usually get a DisallowedHost exception because the [pretix]url config variable is not set which is not as helpful.