I don't see a loader exception being caught in the code, only during block rendering, [BlockExtension::renderBlock](https://github.com/sonata-project/SonataBlockBundle/blob/add_block_context/Twig/Extension/BlockExtension.php#L180) + [BlockRenderer::render](https://github.com/sonata-project/SonataBlockBundle/blob/add_block_context/Block/BlockRenderer.php#L87). The LoaderInterface tells that an exception has to be thrown when a block is not found: https://github.com/sonata-project/SonataBlockBundle/blob/add_block_context/Block/BlockLoaderInterface.php#L21. For the CMF an EmptyBlock is returned if the block is not found.

I think if you end up here it is a developer implementation error, in that case an Exception would make debugging easier.