Trying to crawl a site
Yeah the server is probably misconfigured. Craft relies on a 404 happening to do some of what it does, but the status code should be changed before the response is returned.

I don't have enough information to tell you how it is misconfigured. Would depend on the webserver (Nginx/Apache/whatever) and we'd need to see the specific config.

There also is no /sitemap.xml on the site.