Give code example return capture with catch block.

While there is a note that calls it out below, I believe this behavior is sufficiently different to the example that it merits its own example in the same code block. My rationale is twofold

1) Because it is sufficiently different in behavior, giving an example goes a long way towards understanding
2) Because this is a critical feature to have fail and it might be easy for someone reading the docs to digest the example and move on before reading the note below (which is unemphasized), it is best to have the second code example alongside the first so that they are both digested at the same time.