> What about them do you find confusing?
They are non-local jumps. They make reasoning about the code very difficult. When you read code, you have to treat all conditions symmetrically and equally likely (e.g., whether a file exists or it doesn't). Using exceptions for control flow, as is done sometimes in python, forces an unnatural asymmetry between cases that I find confusing. And this is just when there is a single exception at stake. Typically, several exceptions fly invisibly over the same code and it becomes impossible to understand (unless you assume that no exceptions occur, which is the wrong stance to take when analyzing an exception-riddled code).
TL;DR: raise and except are a corporate-friendly renaming of goto [0] and comefrom [1].