Runtime: Exception thru PInvoke

I am testing the following code.

using System;
using System.Runtime.InteropServices;

class Program
{
    [DllImport("libupcall.so")]
    public static extern void register_callback(Callback cb);

    [DllImport("libupcall.so")]
    public static extern void upcall();

    public static void MyStaticCallback(int val)
    {
        throw new Exception("error");
    }

    public delegate void Callback(int var);
    static Callback cbMyStaticCallback = MyStaticCallback;  

    static void Main(string[] args)
    {
        try {
            register_callback(MyStaticCallback); 
            upcall();                

        } catch (Exception e) {
            Console.WriteLine("Catch clause caught : {0} \n", e.Message);
        }
    }
}

libupcall.so is based on the following C source code

#include <stdio.h>

typedef void (*callback)(int val);

callback gCB;

extern void register_callback(callback cb)
{
    printf("register_callback:%p ----\n", (void *)cb);
    gCB = cb;
}
extern void upcall()
{
    static int c = 0;
    printf("upcall ----\n");
    gCB(c++);
}

dotnet run exits with unhandled exception as follows.

twoflower@js2-desktop:~/dev/complexexception$ sudo dotnet run
register_callback:0x7f3a041f407c ----
upcall ----

Unhandled Exception: System.Exception: error
   at Program.MyStaticCallback(Int32 val) in /home/twoflower/dev/complexexception/Program.cs:line 14
   at Program.upcall()
   at Program.Main(String[] args) in /home/twoflower/dev/complexexception/Program.cs:line 24
twoflower@js2-desktop:~/dev/complexexception$ 

here is corefile bt.

* thread dotnet/coreclr#1: tid = 0, 0x00007fda93b26428 libc.so.6`__GI_raise(sig=6) + 56 at raise.c:54, name = 'dotnet', stop reason = signal SIGABRT
  * frame #0: 0x00007fda93b26428 libc.so.6`__GI_raise(sig=6) + 56 at raise.c:54
    frame dotnet/coreclr#1: 0x00007fda93b2802a libc.so.6`__GI_abort + 362 at abort.c:89
    frame dotnet/coreclr#2: 0x00007fda9326258c libcoreclr.so`??? + 124
    frame dotnet/coreclr#3: 0x00007fda9326148b libcoreclr.so`??? + 235
    frame dotnet/coreclr#4: 0x00007fda92f0b893 libcoreclr.so`??? + 531
    frame dotnet/coreclr#5: 0x00007fda92f0cd71 libcoreclr.so`??? + 593
    frame dotnet/coreclr#6: 0x00007fda92fcaae3 libcoreclr.so`??? + 51
    frame dotnet/coreclr#7: 0x00007fda93ecb263 libgcc_s.so.1`_Unwind_RaiseException(exc=0x0000000002467530) + 115 at unwind.inc:113
    frame dotnet/coreclr#8: 0x00007fda9446790c libstdc++.so.6`__cxa_throw + 92
    frame dotnet/coreclr#9: 0x00007fda9322749d libcoreclr.so`??? + 77
    frame dotnet/coreclr#10: 0x00007fda92fd781e libcoreclr.so`??? + 273
    frame dotnet/coreclr#11: 0x00007fda88e4b7b2 libupcall.so`upcall + 45 at upcall.c:16
    frame dotnet/coreclr#12: 0x00007fda19d85ae6
    frame dotnet/coreclr#13: 0x00007fda19d8588e
    frame dotnet/coreclr#14: 0x00007fda92fd67b7 libcoreclr.so`??? + 124
    frame dotnet/coreclr#15: 0x00007fda92eec630 libcoreclr.so`??? + 1264

Is this normal behavior that catch block on Main function not catch exception ?