The application level exceptions should be caught. If you throw an application level exception and didn't catch it, it could be caught by the exception
interceptor if it's configured to the action.
Note, the exception interceptor is on bottom of the defaultStack
that allows to catch exceptions not only in the action but in the whole stack of interceptors. If you configured this interceptor to map exceptions it should handle and result returned after it, which also should be configured as global results, then your exception will be caught and result returned. If you didn't, the web container will handle the exception. The right way is to catch exception and return an error result, but if you can't do it then you should configure exception interceptor.
Note, that Struts container exceptions occurred in your code aren't handled by the exception interceptor. In this case you should catch the exception and set the state of the action to error and after that you can check that state first in the action execution to return an error result or throw an exception that could be caught by the exception interceptor in the code where you can't return an error result. More about exception configuration you can find in the documentation.