* Java also has unchecked exceptions, and, incredibly, there's still no consensus as to which exceptions should be used for what and when, though these days the most common approach is to simply stick only to RuntimeExceptions, which is terrible.
* Functional error handling using Option, Either, Try etc are arguably much simpler, safer and more powerful than exceptions.
Simpler because they don't rely on dedicated syntax- they're just regular objects no different to any other object.
Safer because unlike exceptions, they force callers to handle all potential outcomes, but no more. (no risk of ignoring errors and no risk of catching a higher level of error than desired, ubiquitous bugs in exception based error handling)
Powerful because they support map, flatmap, applicative etc, making it easy to eg chain multiple computations together in desired ways, which is unwieldy and bug prone when using exceptions.
It could be that, when learning Java, Python and any other language, we learn that methods return objects... and that's that. No weird dedicated syntax and magic, special treatment for returning anything other than the happy path, and the HUGE complexity that comes with it, eg the dedicated syntax itself and how it behaves, differences between checked and unchecked exceptions, hierarchies of exceptions etc etc.
When lists and booleans also implement map, flatMap etc, you can actually reduce syntax of languages even further- there's no need for looping syntax like for, while etc, and no need for if else either. This is probably too extreme for most people, but think about it!