Because fundamentally the only reason to use threads rather than fork is to share memory. If an exception leaves shared memory in an undefined state then all threads that share that memory are in undefined states.
True, but why would an exception ever leave memory in an undefined state? I can imagine it corrupting a thread's own stack in some languages, but you wouldn't use a thread's stack for shared memory (at least, not without some construct that told other threads when it was safe to access it)
