Especially since caught panics amount to exceptions and most Golang code isn't exception safe. It's a recipe for leaking database connections, deadlocks, etc.
In go, if you write code like the following:
conn, err := db.Connect()
defer conn.Close()
Yes, like most of go, it's manual and painful and poorly thought out, but most people do follow these patterns, so for the most part go code will safely unwind from a panic.