Huh. I distinctly remember working with VBA-based systems like 20 years ago where that was a massive difference - like, I'd been writing code on mid-'90s VB4 and it had "on error goto" but VBA didn't like 10 years later. But maybe it was specific to one or two VBA-based platforms.
Either way, it was super infuriating since it meant the only non-catastrophic error-handling possible was "on error goto next" and then manually checking error codes.