Raising exceptions and code flow

When an exception is thrown or raised and handled only in the UnhandledException event (no “try” block), the code exits the current method and its caller methods as well.
We are accustomed to this fact, but is it guaranteed to always be so (in Xojo, at least)? I can’t find any word on this fact in the LR.
I’m basically doubting it’s a 100% reliable behaviour.

Yes, when an exception is unhandled, the entire iteration of the event loop stops. Think of it like

Try
  App.DoEvents()
Catch Err As UnhandledException
  If RaiseEvent UnhandledException(Err) = False Then
    Quit
  End If
End Try

Nice visual explanation, thank you.