Does it make sense to catch exceptions in the main(...)?

I found some code in a project which looks like that :

int main(int argc, char *argv[])
{
  // some stuff

 try {
  theApp.Run();
 } catch (std::exception& exc) {
  cerr << exc.what() << std::endl;
  exit(EXIT_FAILURE);
 }
 return (EXIT_SUCCESS);
}

I don't understand why the exceptions are being catched. If they weren't, the application would simply exit and the exception would be printed.

Do you see any good reason to catch exceptions here ?

EDIT : I agree that it is good to print the exception error. However, wouldn't it be better to rethrow the exception ? I have the feeling that we are swallowing it here...