I'm gonna go ahead and say that no, it isn't. The people who code the catching tutorial into the Pokemon games (at Game Freak) obviously have thought of the scenario where the Pokemon gets a critical hit and it thus faints, or the "teacher" runs out of Poke Balls or something.
The thing is that this encounter is like a cut scene in the game. In most games (if not all, I believe it's in all games that have a Pokemon catching tutorial), the teacher will have a dialogue and say things like "Next click the Bag button" and so on, and often has some sort of hand to show you the way in these screens. What I'm trying to say is that, it's not a regular battle. It's a hard-coded cut scene that always does so and so much damage to the opposing Pokemon, and doesn't run the attacks made and the Poke Balls thrown through this regular mechanic where it might fail or a critical hit might happen, or anything like that. It's pre-fixed for the sake of a tutorial.
If you restart any game, you'll find that these tutorials always play out the exact same way in every way, and Wally for example says the exact same things at the same given times.
A tragic thing that can happen on the other hand is for Wally's Ralts that he's catching to be shiny... it won't stay that way if that happens, but still worth a mention.