The help for Assert.Throws<> states that it “Verifies a delegate throws a particular type of exception when called”
Try the Assert.That version as it will catch any Exception:
private class Thrower
{
public void ThrowAE() { throw new ArgumentException(); }
}
[Test]
public void ThrowETest()
{
var t = new Thrower();
Assert.That(() => t.ThrowAE(), Throws.Exception);
}