Because when you catch exception you're supposed to handle it properly. And you cannot expect to handle all kind of exceptions in your code. Also when you catch all exceptions, you may get an exception that cannot deal with and prevent code that is upper in the stack to handle it properly.
The general principal is to catch the most specific type you can.
与恶龙缠斗过久,自身亦成为恶龙；凝视深渊过久,深渊将回以凝视…
