Aync Error Message

A fairly innocuos question (perhaps).

Using a web service as an example, if I call a service endpoint, and
that endpoint is implemented using an asynchronous exchange pattern
(i.e. I drop my message off expecting assured delivery, and sometime
later the response will be received at my response endpoint), if when
my initial message is picked up an error of some sort occurs, should
that endpoint be able to return a SOAP Fault as my reply.

I don't see any particular reason why not, but it came up recently as
a limitation to some software we were using, so I am interested in
other peoples views of this ?

Cheers

Fraser.