The UnhandledException page explains why your exception is not handled by this (focus):
This event is used only with exceptions encountered by the XAML framework . Exceptions encountered by other components of Windows Runtime or parts of the application that are not connected to the XAML framework will not cause this event.
The following explains that you should catch exceptions at the most specific time. As far as I know, in applications with support for Windows 8 there is no such thing as a global event handler.
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