In environments with continuous state and action spaces, state-of-the-art actor-critic reinforcement learning algorithms can solve very complex problems, yet can also fail in environments that seem trivial, but the reason for such failures is still poorly understood. In this paper, we contribute a formal explanation of these failures in the particular case of sparse reward and deterministic environments. First, using a very elementary control problem, we illustrate that the learning process can get stuck into a fixed point corresponding to a poor solution, especially when the reward is not found very early. Then, generalizing from the studied example, we provide a detailed analysis of the underlying mechanisms which results in a new understanding of one of the convergence regimes of these algorithms.