How Unity notifies about innerException: rethrow in stack

Suppose code:

public void TestCodeBelowRxChainExecutedDueExceptionHandled()
        {
            UiLogger.Trace("1");
            Observable.Return(1)
                .Select(a =>
                {
                    throw new InvalidOperationException("aa");
                    return a;
                })
                .Subscribe(
                    Actions.Empty,
                    exception => Debug.LogException(new AssertionFailedException(exception, "mmm assertion failed")); // (*)
            UiLogger.Trace("2"); // not reached if not (*)
        }