I came upon a blog post written in February of 2012:

http://richardjh.org/blog/ten-things-you-should-do-when-using-concr...

that says, and I quote:
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The 404 page in Concrete5 CMS returns status "200 OK", which means search engines will index these as pages, and as the content is always the same, you may get penalised for duplicate content.

To make the 404 page send a status "404 Not Found" copy the file concrete/single_pages/page_not_found.php to single_pages/page_not_found.php.

Edit single_pages/page_not_found.php and add

<?php header("HTTP/1.0 404 Not Found"); ?>
after the line that reads

<?php defined('C5_EXECUTE') or die("Access Denied."); ?>
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Is that still true in version 5.6.2.1?

Bob