Exception swallowed if thrown from OnNext invoked by Subscribe

#### Bug

> Which library version?

System.Reactive version 5.0.0

> What are the platform(s), environment(s) and related component version(s)?

Windows 10, .NET 6, Visual Studio 2022

> What is the use case or problem?

We have a large codebase which was originally full of observable-like things. In the process of converting these to be observables, we came across a scenario where an exception was thrown which should have propagated out as nobody caught it, but instead it was suppressed silently by the Rx library.
I've reduced the problem to a minimal example below.

> What is the expected outcome?

An exception which is thrown should not be caught and suppressed by Rx.

> What is the actual outcome?

The exception is suppressed.

> Do you have a code snippet or project that reproduces the problem?

Here's a unit test which should fail but instead passes:

```
public class ObservableTests
{
private class SingleValueSubject : IObservable
{
public IDisposable Subscribe(IObserver observer) =>
Observable.Return(1).Subscribe(observer);
}

[Fact]
public void ThrownExceptions_ShouldPropagateOut()
{
using var source = new BehaviorSubject(1);
var wrapped = new SingleValueSubject();

var threw = false;

source.Subscribe(
_ => wrapped.AsObservable().Subscribe(
_ =>
{
threw = true;
throw new Exception();
}));

// If `threw` is true, then an exception was thrown but not caught, so the test should fail.
// If threw is false, then this assertion should fail.
// So how can the test pass?
Assert.True(threw);
}
}
```

I've tried searching for this but haven't come across anything.
If this is intended behaviour, is there a rule we should follow to avoid this happening in our codebase in future?