How to validate settings API?

As far as I can see there is no proper way to validate the settings API.

The codex says that it should be validated by attaching a function for each field on the register_setting sanitize callback.

However, if validation fails and I add an error there is no way to stop a value from being saved. If I return no value then an empty value is saved to the database overwriting the previous value.

My understanding of validation is that if it fails no data should be saved.

I have read several tutorials and cannot find any examples that stop any value being saved when validation fails.

Is this a shortcoming of the settings api or am I just doing it wrong?

for instance lets say I don’t want a field to have any numbers in it. This sanitize function will overwrite the previous data with a blank entry if there are any numbers. The old value is not in scope of the sanitize callback and I cannot see a documented way to break operation and stop it being saved.

function test_api_opt_validate($data)
{
    if (preg_match('#[0-9]#',$data)){

        add_settings_error(
            'hasNumberError',
            'validationError',
            'This field may not contain numbers',
            'error');
    }else{
        return sanitize_text_field($data);

    }
}