Why do exceptions come from DaoAuthenticationProvider and not from custom auth provider?

Question

symfony

class FormAuthenticator implements SimpleFormAuthenticatorInterface
{
    public function authenticateToken(
        TokenInterface $unAuthenticatedToken,
        UserProviderInterface $userProvider,
        $providerKey) : UsernamePasswordToken
    {
        throw new CustomUserMessageAuthenticationException('User not found22222222');

The handler responsible for authorization errors should receive an exception CustomUserMessageAuthenticationExceptionwith the message User not found22222222.

public function onAuthenticationFailure(Request $request, AuthenticationException $exception) : Response
    {
        dump($exception instanceof  AuthenticationServiceException ); // true
        exit;

Exception throws out this class

class DaoAuthenticationProvider extends UserAuthenticationProvider
{
...

Выкидывает ексепшены отсюда
 protected function checkAuthentication(UserInterface $user, UsernamePasswordToken $token)
    {       
...
            if (!$this->encoderFactory->getEncoder($user)->isPasswordValid($user->getPassword(), $presentedPassword, $user->getSalt())) {
                throw new BadCredentialsException('The presented password is invalid.');
            }
        }
    }

// И отсюда
 protected function retrieveUser($username, UsernamePasswordToken $token)
    {
   ...
        } catch (UsernameNotFoundException $e) {
            $e->setUsername($username);
            throw $e;
        } catch (\Exception $e) {
// ТУТ
            $e = new AuthenticationServiceException($e->getMessage(), 0, $e);
            $e->setToken($token);
            throw $e;
        }
    }

Here is the class.
https :
//github.com/symfony/security-core/blob/mast
...
custom, accepts Dao, or somehow works out even before the custom authenticator, and throws its actions. And I would like to get control over the errors that the user sees during authentication.
How to throw your eksepsheny? Why does Dao work?