Thanks Zuluru, again,
I also has just track back to EntityInterface class that Entity implements, and also found no errors(), but hasErrors().
So, to conclude, the code of CakePHP does not have bug, but Book Documentation does, it would be great if someone could update it, newbie like me always blindly trust Documentation.
P/S: how could dreamingmind get that method in CakePHP 4.0.3 since 4.x Entity does not have that.