Returns go straight up the stack only if you choose them to. Caller doesn't have to propagate errors and return immediately, it can hold onto them and/or process them in the natural place they occur, they are just values. The returns from your function can be found with "grep return".

Exceptions, by default, break the natural control flow unless you wrap everything with try/catch. Even then, a lot of constructs won't be very natural and you really will have to get out of your way to identify the source of the exception, which very frequently is more important than it's type.