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The "continue" documentation says: "continue may only occur
syntactically nested in a for or while loop, but not nested in a
function or class definition or finally statement within that loop."
In a footnote to that documentation, it says: "The restriction on
occurring in the try clause is implementor's laziness and will
eventually be lifted."
But the documentation doesn't say that continue may not occur in the try
clause. So there is an internal inconsistency here. Either the
sentence in the footnote is wrong and should be removed, or the main
documentation for continue should say that continue may not occur in a
try clause.

You're right, the footnote has to be removed. Fixed in r61303.