Ben Miller has a couple of tips when executing Powershell within SQL Agent jobs:
What you don’t see is the way you have the job step succeed or fail. When using most commands in modules, you may find that errors still cause the step to fail because of the way they report the failure (some kind of throw or a Stop condition outside your control). So if you want things to fail that normally would show red on the screen but things would continue, remember that the default ErrorAction is Continue, so even though you get an error, PowerShell will just continue.
Read on for more.