Two different ideas of what an exception is.

One idea is merely a form of control flow (like 'if' or 'goto') that could jump down the call stack. This kind of exception handler could be made fast if necessary.

The other idea is to trigger the processor's actual fault handler, and proceed to the operating system, which then dispatches the exception to the program. The advantage of the latter is that you can catch exceptions raised by the processor that way. But since you need to enter the operating system's exception handler code, it goes slower. C# exceptions are like this.