The RestfulWebServiceValidatingDao relies on the underlying DAO which will validate and throw the exception.
The developer does not have to implement any try/catch/throw for this, this is transparently done for him.
However this is not exactly what you want because the thread is already entered the method and only when the dao method is called, the exception is thrown. 
For Form object passed to pages (html or jsp, see HtmlValidatingAsForm and JspValidatingAsForm), this is better because the validation is explicitly called by the framework on the parameters before entering the method. This could be generalized to any @As parameter, but I didn't want to be too intrusive for now.