Does it make sense for [[ -o invalid@option ]] to exit the shell with an
error message?

Other shells with '[[' (bash, ksh93 and pdksh/mksh variants) quietly
return an unsuccessful status for a non-existent shell option. That
behaviour makes more sense to me because of:

(1) backwards compatibility: a script that uses '[[' to test if a shell
option introduced in a recent zsh is set, would still work on an older
zsh that doesn't have that shell option.

(2) cross-shell compatibility: treating a non-existent option as not set
would make it easier to write a script that works on bash, ksh93, and
pdksh/mksh as well as zsh.

The attached patch brings zsh in line with those other shells. Up to you
to decide what to do with it...

- Martijn