You're probably seeing the lines which openssl outputs on stderr and are ignored by sed. You can just get rid of these before passing the output to sed:
% echo | openssl s_client -connect google.com:443 -certform DER 2>/dev/null | sed -ne '/-BEGIN CERTIFICATE-/,/-END CERTIFICATE-/p'-----BEGIN CERTIFICATE-----MIIF/DCCBWWgAwIBAgIKUCYyawAAAAB1rzANBgkqhkiG9w0BAQUFADBGMQswCQYD...v6UdT7iXlxVh2oslpIksSw2bf0H7PUQQjFCMLVbiEMAQbXal4+SsyYB+GsPVvlR+-----END CERTIFICATE-----