On master this returns the below output. Maybe this change in master was due to 431b540bf79f0982559b1b0e420b1b085f667bb7 (issue32528) that is available with 3.8+ ?

./python.exe ../backups/bpo37317.py
BEGIN
THIS DONE: 1
THIS DONE: 2
THIS DONE: 3
THIS DONE: 4
THIS DONE: 6
THIS DONE: 7
THIS DONE: 8
THIS DONE: 9
THIS DONE: 10
Result: [None, None, None, None, CustomException(), None, None, None, None, None]
END