Exceptions are not thrown when used in a pool of threads

How to reproduce:
1. Open the “IN-49334_ExceptionsIssue“ project
2. Open the “SampleScene“
3. Enter Play Mode
4. Observe the Console

Expected result: Exceptions are thrown
Actual result: Exceptions are not thrown

Reproducible with: 2021.3.29f1, 2022.3.7f1, 2023.1.8f1, 2023.2.0b4

Reproducible on: Windows 10

Note: Reproducible in Mono Player, however, not in IL2CPP