I cannot find any analog of gmake's .DELETE_ON_ERROR in NetBSD make.
Is it really absent or I missed something?

If it is absent how about adding it to bmake?
IMHO, it is very important feature, I personally always use
when use GNU make.

From GNU make manual:
`.DELETE_ON_ERROR'
     If `.DELETE_ON_ERROR' is mentioned as a target anywhere in the
     makefile, then `make' will delete the target of a rule if it has
     changed and its commands exit with a nonzero exit status, just as
     it does when it receives a signal.  *Note Errors in Commands:
     Errors.

-- 
Best regards, Aleksey Cheusov.