No. I see that as a reflection of the reality of the database; if your database contains rows that violate your domain invariants, what would you expect to happen?
It may not be a bad idea to fail fast by ORM calling the constructor (same way as Jackson does it when parsing JSON).
Broken invariants may propagate and cross system boundaries making things much worse (I have seen a case, when $200M transaction was rolled back in 19 systems because data was not properly validated at entry - it was a crazy day for everyone in production support).
