UnmanagedCallersOnly methods that require marshalling throw catchable exceptions

In https://github.com/dotnet/runtime/pull/130160#discussion_r3518105656 we noticed a test that is apparently successfully catching the exception that we throw when UnmanagedCallersOnly method requires marshalling. How does this exception survive through the managed/native transition on non-Windows?

The tests that had to be excluded for native AOT in #133399 are also suspicious.

Start with the test discussed in PR 130160 and the tests excluded for native AOT in #133399; compare their behavior across non-Windows managed/native transitions. Reproduce the catchable exception, then determine whether the excluded tests should be restored or adjusted; done means the exception behavior is explained and the affected tests accurately reflect it.

Written by the indexing model from the issue text.