I'm not sure how you're using the code you provided. The return value type for the method that represents the coded step is System.Void, which means that it doesn't return a value. This leads me to believe that you are using this code in a method defined in the code behind(outside of a coded step). Can you please provide the complete code you're using?
In general, when you are using a try/catch block to catch the exception, Test Studio doesn't detect the failure. It executes the code in the catch block, but at the same time it marks the step as passed and there is no Failure Information in the log(see this video
It would be best if you can create and provide a sample test(against Google for example), that we can run and reproduce the behavior you're experiencing.
All the best,
the Telerik team