https://bugs.winehq.org/show_bug.cgi?id=51522
--- Comment #5 from Esme Povirk madewokherd@gmail.com --- Wrote a test confirming that .NET Framework translates SEH exceptions to managed exceptions. https://github.com/madewokherd/wine-mono/commit/24c54fd52aa3e4c818e0eed398c5...
It's possible that fixing this would help, but it's difficult and not common enough to be a priority for me.