Well, I have more than 10 years of programming experience, so I obviously did not get the feeling of being taught programming. But I think non-programmers also do not have this feeling. So people play the game, learn to program their robots and maybe don't even realize that this is actual a kind of programming.
I think what people can learn from the game is how to combine simple instructions into more complex robot movement. In addition, you to step through your 'program' in your head in order to check that it is doing what it is supposed to do. But I honestly cannot say if this game is suited to teach programming.
One advantage of the "how to train your robot" activity is that abstraction can occur more than in RoboRally, such as creating repeatable subroutines (eg, turn around then say "I'm dizzy" 100 times).
RoboRally is a board game where you have to program your robots next 5 steps with instruction cards (turn left/right, move, ...).