PubSub: Unexpected exception was thrown in a helper thread

[shileiyu]

https://github.com/GoogleCloudPlatform/google-cloud-python/blob/b8cde46273fdf6760d8d0bad5329f02fdb81dca8/pubsub/google/cloud/pubsub_v1/subscriber/_consumer.py#L246-L251

Does the exception here was supposed to throw outside? If so it would make python interpreter output annoying exception trackback. Any reason to do so?

I feel like here should be changed to following code:

except Exception as exc:
    self._policy.on_exception(exc)
    self.stop_consuming()

[dhermes]

After understanding the purpose of #4445, it seems this issue is a duplicate of #4463.

Thanks for filing (and sending the PR) @shileiyu!