I think we should always log. For several reasons:

1. People might have already have code set up to parse the logs for these errors and alert the developers, so always logging the errors will ensure those code continue to work. I don't feel strongly about this point though.
2. There could be multiple records/callbacks here, and we can only raise one error. If more than one of them raised, the rest will be masked.
3. Most importantly: if the rollback was caused by a different exception to begin with, then we should always raise the original error – in that case the errors in the callbacks will again be masked. This is probably my biggest concern.

Perhaps this is what @carlosantoniodasilva was thinking? cc @vipulnsward