Return statements in catch blocks

I have seen some developers use the return statement in a catch block. Why/when would this be a useful technique to employ?

EDIT: I actually just saw the return keyword being used.

public void Function()
{

    try 
    { 
        //some code here
    }
    catch
    { 
        return;
    }
}

when return; is hit, the execution flow jumps out of the function. This can only be done on void methods.

EDIT: you do this if you don't want to execute the rest of the function. For example, if you are doing file IO and a read error happens, you don't want to execute code that handles processing the data in that file since you don't have it.