Then what do games do? Are you implying that games just crash?
Or are you saying they don't purposely toss errors?
There's many ways to handle errors other than exceptions.
C++ exceptions add a lot of complexity to an already complex language, plus don't perform very well on most instruction sets (x86-64 being the only sensible one I know of), and they incur a cost even if you never throw (as all code needs to contain the ability to do stack unwinding, which adds complexity/size to the assembly) meaning that, historically, most console manufacturers have explicitly warned you to disable them for performance reasons.
Here's a good game developer's view on the matter:
Personally, even though they're not really a performance concern any more, I still choose to avoid them in C++ because writing exception-safe C++ code is hard. As in, still hard for someone who's been practicing C++ for a decade. I use them in C#/Java/Python/etc though...
Also, designing code in such a way that errors aren't a thing you have to deal with is the first priority.