Opaque with_scope behaviour with exceptions in block

Creating this issue for further discussion.

If you do the following, the exception will be captured but the tag won't be used (because that scope is thrown away in [an ensure](https://github.com/getsentry/sentry-ruby/blob/332315907185e6ffe05aa64dc751cdd8ab9f5448/sentry-ruby/lib/sentry/hub.rb#L60-L61)).
```ruby
Sentry.with_scope do |scope|
scope.set_tags(my_tag: "my value")
1 / 0
end
```

If you do the following, the exception will be captured _and_ the tag will be visible.
```ruby
Sentry.with_scope do |scope|
scope.set_tags(my_tag: "my value")

begin
1 / 0
rescue => e
Sentry.capture_exception(e)
end
end
```

_Originally posted by @sl0thentr0py in https://github.com/getsentry/sentry-docs/pull/5328#issuecomment-1194148134_