So far as I'm aware, there is no technical difference between exceptions thrown in IO versus exceptions thrown in pure code. There are two contextual differences.
First, exceptions can only be caught in IO, but everything running has IO above it somewhere, or it wouldn't be running in the first place.
Regarding exceptions thrown in IO versus elsewhere, it's worth noting that exceptions thrown anywhere are only actually thrown if the thunk representing them is forced. IO values tend to be used quite close to where they are created, whereas an exception in lazy, pure code might hide in the creation of the leaf of a tree or at the end of a list.