Mathematics is convex to errors
[b * x_1 + (1 - b) * x_2] always being a member of C,
I presume that you mean that errors, namely those kind of errors that are the subject of this thread's discussion, in mathematics will always symbolically be elements of some solution set of a finite number of linear equalities and inequalities (or the intersection of a finite number of halfspaces and hyperplanes).
A hypertechnical article that gives the gist:
https://www.edge.org/conversation/nassim_nicholas_taleb-unde...