ASP.NET: Response.Redirect Throws ThreadAbortException

Erik Olson have already explained this item on MSDN TV, but I want just to make it more clear for ASP.NET devs out there.

Response.Redirect(url), Server.Transfer and Response.End are available in ASP.NET only because of backward compatibility to old asp. All these methods throw ThreadAbortException. Application performance suffers from that. If you still don't use it, start using Response.Redirect(url, false). Look here. for more details.

"If you use the Response.End, Response.Redirect, or Server.Transfer method, a ThreadAbortException exception occurs. You can use a try-catch statement to catch this exception."

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well whatever you say is true
but if i am not using the try catch block
and using the Response.Redirect than the application
is working fine .
Why is that happening because in any case response.redirect
will through an exception .