the problem is that it changes the behaviour of OTHER pre-existing stored procedures

that already have a defined and tested behaviour

it breaks them

a simple example:

if @@error <> 0 goto label_do_something_else

won't work if the sp is called from a TRY block

but will work if called normally

so a pre-defined behaviour has changed in a subtle way

as an example, in csharp, calling a method from within a try block or not does not change the called method

because that would be insane!