As stated in the datasheet, when the RTD is disconnected, RTDIN- is expected to drop to close to 0V, therefore an open fault is expected.
MAX31865
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The MAX31865 is an easy-to-use resistance-to-digital converter optimized for platinum resistance temperature detectors (RTDs). An external resistor sets...
Datasheet
MAX31865 on Analog.com
As stated in the datasheet, when the RTD is disconnected, RTDIN- is expected to drop to close to 0V, therefore an open fault is expected.