Straight from the C++ spec:
try-block:
try compound-statement handler-seq
As you can see, all try-blocks expect a compound-statement. By definition a compound statement is multiple statements wrapped in braces.
Have everything in a compound-statement ensures that a new scope is generated for the try-block. It also makes everything slightly easier to read in my opinion.
You can check it yourself on page 359 of the C++ Language Specification