SilentGhost <ghost....@runbox.com> added the comment:

This seem to be the exactly documented behaviour. From 
https://docs.python.org/3.8/reference/compound_stmts.html#the-try-statement

If finally is present, it specifies a ‘cleanup’ handler. The try clause is 
executed, including any except and else clauses. If an exception occurs in any 
of the clauses and is not handled, the exception is temporarily saved. The 
finally clause is executed. If there is a saved exception it is re-raised at 
the end of the finally clause. If the finally clause raises another exception, 
the saved exception is set as the context of the new exception. If the finally 
clause executes a return, break or continue statement, the saved exception is 
discarded.

----------
nosy: +SilentGhost
resolution:  -> not a bug
stage:  -> resolved
status: open -> closed

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Python tracker <rep...@bugs.python.org>
<https://bugs.python.org/issue35916>
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