Surprising behavior of Java 8 CompletableFuture exceptionally method

This behavior is specified in the class documentation of CompletionStage (fourth bullet):

Method handle additionally allows the stage to compute a replacement result that may enable further processing by other dependent stages. In all other cases, if a stage’s computation terminates abruptly with an (unchecked) exception or error, then all dependent stages requiring its completion complete exceptionally as well, with a CompletionException holding the exception as its cause.

It’s not that surprising if you consider that you may want to know whether the stage you have invoked exceptionally on failed, or one of its direct or indirect prerequisites.