In jQuery version 1.7.2(line 7726) or 1.11.0 (line 9218), the done() function throw a excption but not enclosed within a try block.

try {
	state = 1;
	transport.send( requestHeaders, done );
} catch ( e ) {
        // Propagate exception as error if not done
	if ( state < 2 ) {
		done( -1, e );
	// Simply rethrow otherwise
	} else {
		throw e;	
        }
}

when excute 'throw e', IE will turned error JS5022: Exception thrown and not caught.

Microsoft explain that "Exceptions that are thrown from within the try block using the throw statement are caught outside the try block by a catch statement."

For more details, please check this pages.

http://msdn.microsoft.com/en-us/library/xk40eh20(v=vs.90).aspx