Main purpose of this mechanism is ability to not catch some exceptions at all so that full state of memory (primarily stack itself) is preserved in crash dump o

Main purpose of this mechanism is ability to not catch some exceptions at all so that full state of memory (primarily stack itself) is preserved in crash dump or for inspection in attached debugger (which seems like more useful case to me). With that purpose in mind, wrapping your application on the top level with try ... catch (Exception) {abort()} negates any benefit that you may get out of exception filters.