Ok thats fine. I believe errors/exceptions are different and should always propagate/bounce back to the caller.
Imagine if you have you job, that consists of 5 tasks. Those 5 tasks are Job/Task control tasks that call other jobs. So basically have one parent job, and 5 child jobs. If the child jobs deal with the exceptions themselves, then you have a problem. You can no longer have error notifications in the parent job, because you will end sending two emails. One with the actual error message from the child, and one email from the parent saying 'Child Job failed'. If you don't deal with errors in the parent, then how is it supposed to control the flow of the remaing 4 tasks?