`try / finally`中`return`如何杀死异常？

Question

我想知道为什么Python 3.3会因return语句中的try/finally而导致异常，请查看此代码：

import sys

def action1(): 
    try:
        action2() 
    finally: 
        return       # try/finally doesn't kill exceptions
                     # But with return, exceptions not propagated
def action2():
    raise Exception()

try:
    action1()

except Exception as e:   
    print("except clause")

这种行为是否可取，我们可以在哪里应用它？