Is a generic exception supported inside a catch?

The above block refering to another question+answer on SO does NOT contain a correct answer which applies here!

I have a method used for unit testing. The purpose of this method is to ensure that a piece of code (refered to by a delegate) will throw a specific exception. If that exception is thrown, the unit test succeeds. If no exception is thrown or another type exception is thrown, the unit test will fail.

/// <summary>
/// Checks to make sure that the action throws a exception of type TException.
/// </summary>
/// <typeparam name="TException">The type of exception expected.</typeparam>
/// <param name="action">The code to execute which is expected to generate the exception.</param>
public static void Throws<TException>(Action action) 
    where TException : Exception
{
    try
    {
        action();
    }
    catch (TException)
    {
        return;
    }
    catch (Exception ex)
    {
        Assert.Fail("Wrong exception was thrown. Exception of type " + ex.GetType() + " was thrown, exception of type " + typeof(TException) + " was expected.");
    }
    Assert.Fail("No exception was thrown. Exception of type " + typeof(TException) + " was expected.");
}

The next call should succeed, but it fails:

int result = 0;
Throws<DivideByZeroException>(() => result = result / result);

When the expected exception of type TException is thrown, it is always caught by the second catch, not by the first catch. Why is this?

Of course I can use a workarround with one catch and test if ex is of type TException. By I simply want to know/understand why this code compiles but simple (never?) works.

EDIT

At request a "working" demo:

using System;

namespace GenericExceptionDemo
{
    class Program
    {
        static void Main(string[] args)