There is more to consider with exception handling than just the performance of when the exception is thrown. There can also be performance penalties with respect to setting the stack up to be exception recoverable.
Also, there are some domains where the speed of recovery of an exceptional condition can be important.
You can't just use a tired old quote to hand-wave away optimization when it is important. You have no control over optimization of the language itself, so often it is important to consider performance aspects of a language when selecting a tool for a job.