Well, that would work if any exception was generated, but it never is or if it is, it is being ignored inside the control. OK, perhaps an example or two.
Example 1: I have a RadGridView that, when you expand a row, a panel displays a bunch of information on a panel (sort of like the basic demo). If the Image control has a problem with the image, all you see is a white box. If you gave it a bad pathname, you would get an error, but there are lots and lots of other "mistakes" you can make that will yield a white box. Make your unhandled error routine fancy, put a breakpoint there and you will not execute that code.
Example 2: In the same RadGridView, a table can show some information. If something is wrong with one of the hundreds of things in the templated table, when you press the "+" to expand a row in the top-level table; it will turn into a "-". That's all; no error, no breakpoint hit, nothing.
I am not talking about being able to handle exceptions. There are lots of ways to handle exceptions and tools to analyze them. Thanks for trying, anyway.