In the example in the code you have posted there is, in fact, no point in catching the exception as there is nothing done on the catch it is just re-thown, in fact it does more harm than good as the call stack is lost.
You would, however catch an exception to do some logic (for example closing sql connection of file lock, or just some logging) in the event of an exception the throw it back to the calling code to deal with. This would be more common in a business layer than front end code as you may want the coder implementing your business layer to handle the exception.
To re-iterate though the There is NO point in catching the exception in the example you posted. DON'T do it like that!