finally blocks run whether an exception is thrown or not. If an exception is thrown, what the heck would continue do? You cannot continue execution of the loop, because an uncaught exception will transfer control to another function.
Even if no exception is thrown, finally will run when other control transfer statements inside the try/catch block run, like a return, for example, which brings the same problem.
In short, with the semantics of finally it doesn’t make sense to allow transferring control from inside a finally block to the outside of it.
Supporting this with some alternative semantics would be more confusing than helpful, since there are simple workarounds that make the intended behaviour way clearer. So you get an error, and are forced to think properly about your problem. It’s the general “throw you into the pit of success” idea that goes on in C#.
If you want to ignore exceptions (more often than not is a bad idea) and continue executing the loop, use a catch all block:
foreach ( var in list )
{
try{
//some code
}catch{
continue;
}
}
If you want to continue only when no uncaught exceptions are thrown, just put continue outside the try-block.