This is checked exceptions all over again... Frankly, I usually do exactly the opposite. Most cases I've seen the exceptions that can arise are not widely known in advance, and for most spots where exceptions can be raised from I simply do not care about them as much either. If my DB is not accessible - do I really, really need to wrap it? If the DNS resolver is failing - do I really really need to wrap it?
When debugging I actually appreciate when a library/controller/module/whatnot does not attempt to "enhance" the exception from something outside of its control with a wrapper, and value seeing the original failure instead.