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  • Chris Kang thinks this is interesting:

exception propagation stops when such a break or return executes, and most programmers would not expect propagation to be stopped within a finally clause

From

Cover of Python in a Nutshell, 3rd Edition

Note

When an exception is raised inside try{} block, you expect the exception to continue to be propagated after running what is in finally{} block. This is for try/finally pair, not try/except/finally.