Because where the code that handles it is not the problem (in fact, optimisting that for simplicity could cause other problems). The problem is what state is everything left in when the exception is thrown? What if you're halfway through writing to a file/network socket/screen/shared resource when an exception happens?
That should be cleanly handled in a language like Python and others, where the context managers clean up the resources when exiting a scope, normally or after an exception.
It's like stack unwinding is a new concept or something.
You're missing the point. The OS resources might clean up, but that doesn't mean the application's world (some of which may be a file on a server on another continent) has been left in a known good state.
