It could be a large part of the test current flows back through the neutral, if the N-E fault gives a better path back to the transformer than the earthing arrangement does. This could be the case for a TT earthing arrangement, or a high resistance joint to a TN.
Not only could it cause the RCD to not trip when under test, but it could also explain why RCD1 trips when RCD2 is tested:
The test current from RCD2 would be leaked to the MET, most of it flow up the CPC to the N-E fault, and back through the N of RCD1. Both RCDs see an imbalance.