One school of thoughts is that exception is a non-local goto that might span many levels of calls, and that can be non-trivial to understand. Languages without exception has clear paths of return in a function.
And the "understanding" argument applies to other things, such as using a compiled language instead of assembly or GC instead of manual memory allocation.
You should mind writing code that the compiler can write for you, which is exactly what you do when you don't have exceptions (you simulate bubbling up the error manually).
The code you don't have to write, you also don't have to debug.
So you SHOULD mind writing code.
While in Go this may be the case, it is not true in general. One could use an error monad to achieve the exact same thing, albeit in a much safer manner.
But we're talking Go here.