Throwing exception in a finally block is confusing. It may mask exception or a defect of the code, it also render code cleanup uninstable. Example :
public class Foo
{
  public void bar()
	{
	  try {
		// Here do some stuff
		}
		catch( Exception e) {
		// Handling the issue
		}
		finally
		{
		  // is this really a good idea ?
			throw new Exception();
	  }
  }
}