It's a panic in Go, not an exception. In practice that's usually a whole process crash. You can catch panics and kinda use them like exceptions, but it's not conventional.
This is kinda bad practice. Go and Rust panics are similar, they aren't exceptions that you can safely recover from. Say there's a panic in the middle of modifying some global state like a database connection. Hence complaints about the net/http recover like https://github.com/golang/go/issues/25245 . But I guess they decided it's worse to let servers crash from trivial mistakes.