It is not clear why you think that "this does not follow RAII", maybe you should explain with more details.
If you imply that sf::Texture should have constructors instead of loadFromXxx functions, then the answer is simple: SFML doesn't use exceptions, so it can't fail in constructors.
And don't forget that the term "RAII" can be misleading, the most important part of it is not resource acquisition but automatic resource cleanup upon destruction.