Exception thrown in catch is caugh silently when finally has return statement

Description

The following code:

<?php 

define('DO_RETURN', true);

function execute() {
    try {
        throw new \Exception('root exception'); // throws exception
    } catch (\Throwable $e) {
        echo "[catch]"; // exception is handled somehow 
        throw $e; // and rethrown
        return; // never called
    } finally {
        echo "[finally]"; // finally is handed
        if (DO_RETURN)
            return; // if return is here the thrown exception is ignored and silently scratched
    }
}

execute(); // the exception was rethrown, so should be thrown after finally

Resulted in this output:

[catch][finally]

But I expected this output instead:

[catch][finally]
Fatal error: Uncaught Exception: root exception in /in/aLqm4:7
Stack trace:
#0 /in/aLqm4(19): execute()
php/php-src#1 {main}
  thrown in /in/aLqm4 on line 7

Process exited with code 255.

https://3v4l.org/aLqm4

I understand that it happens because

Additionally, if the finally block also contains a return statement, the value from the finally block is returned.
-- https://www.php.net/manual/en/language.exceptions.php#language.exceptions.finally

But I don't think it should be possible to silently catch an exception outside of catch statement.

PHP Version

7.4.0 - 7.4.32, 8.0.1 - 8.0.24, 8.1.0 - 8.1.11, 8.2rc1 - rc3

Operating System

any OS

Start with the PHP manual's linked finally section and compare its explanation with the issue's try/catch/finally example. Clarify the documented behavior when finally contains return and suppresses a rethrown exception, using the reported output to verify that the explanation matches the behavior.