jQuery's complete is not being called when I have 400 headers set... weird.

ajax_complete_not_called.js

/*
 * So it seems my "complete" callback is never called when I have a header of 400 or 404 set. Any ideas?
 */

// My PHP file..
header("Content-Type: application/json");
header('HTTP/1.1 400 Bad Request');
$response = array(
    'status' => 'error',
    'message' => 'You need to set the $response var.'
);
echo json_encode($response); // produces valid JSON: {"status":"error","message":"You need to set the $response var."}


// My JS
$.ajax({
    url: href,
    dataType: 'json',
    complete: function(){
        console.log('this is NEVER called so long as i have a 400 header');
    },
    success: function(){
        console.log('blah')
    },
    error: function(){
        console.log('this is called when my header is 400. this works!')
    }
});