I might've been wrong about the UDP-extras since I'm not that experienced with such lowlevel networking (even though they are worthy some discussion), but regarding the errorcodes, I really feel it is missing some debugging functionality.
When developing my network classes for a project of mine (linuxserver, win/linux-client), I had a really hard time debugging it since I really didnt have much more than "disconnected" to go from. Also it gives you the ability to expose more information to end-users of your products that utilize SFML when something goes wrong. This is both beneficial for the end-user (faulty NIC/Router hardware and software, bad connection causes timeouts, etc), as well as the developer(me) to fix potential bugs, as well as you, in case my products bugs derive from bugs in the SFML library.
I am sorry if I come across as rude, that is not my intention, SFML is a great library and I'm sure you are very busy, I just want to spark some discussion on the post 2.0RC-development of SFML.
Cheers.