Why is the line throwing an exception not covered

I have a piece of code that is shown as not covered, even though I have a specific test to trigger it. Here is the code:

private function processConfiguration($baseFileName, ConfigurationInterface $definition)
{
    $fileName = $this->createEnvironmentSpecificFileName($baseFileName);

    $processor = new Processor();
    $configuration = $this->loader->load($fileName);

    if (is_null($configuration) === true) {
        throw new \UnexpectedValueException('The configuration file can not be empty.');
    }

    return $processor->processConfiguration($definition, $configuration);
}

And the unit test that is made to specifically make this function throw an exception:

public function testGetQueueSettingsWithEmptyFile()
{
    $this->setExpectedException('UnexpectedValueException');
    $loader = $this->mockLoaderWith([], null, 0);
    (new Reader($loader))->getQueueSettings();
}

However, even though this unit test passes, when I get the coverage report using Codeception, which probably gets the report from PHPUnit, this line is red:

throw new \UnexpectedValueException('The configuration file can not be empty.');

Why?