It's helpful habit for services especially because most of what you're doing is local to a request anyway and you want to "undo" or "drop" things. Exceptions in services are great because they actually preserve situational information pretty well and a catch+rethrow is pretty good for annotations at different levels. Err/panic are so poor at capturing anything of value by default. They require a ton of diligence to be useful.
The nice thing about being able to catch exceptions is that I can kinda define what operations are "atomic" on my terms.
Presumptuous example disclaimer.
For instance, if I'm processing a set of files with records, I'll probably have a substantial error domain around the processing of a record, of a whole file, and my whole program. I don't want to babysit each byte read.
Now, I admit, this does require you to write code that didn't pollute your state with partial work. Unwinding from a frame/function should leave everything in a known place.