PySide2 Exception not raised to the user

demo.py

import sys
import PySide2.QtCore as QtCore
import PySide2.QtWidgets as QtWidgets


class Worker(QtCore.QObject):
    on_start = QtCore.Signal()

    def on_start(self):
        print("This line is executed!")
        raise Exception(".. but this exception is not raised")


def main():
    app = QtWidgets.QApplication(sys.argv)
    label = QtWidgets.QLabel("Hello World!")
    label.show()

    worker_thread = QtCore.QThread()
    worker = Worker()
    worker.moveToThread(worker_thread)
    worker_thread.started.connect(worker.on_start)
    worker_thread.finished.connect(worker_thread.deleteLater)
    worker_thread.start()

    app.exec_()

    # Application was closed, clean up and exit
    worker.deleteLater()
    worker_thread.deleteLater()
    sys.exit(0)


if __name__ == '__main__':
    main()