File not found, then key error accured

When I want to read a specific config file, if this file does not exist it only returns a KeyError not an OS error.
Because of this error it is not hard to troubleshoot errors of this library.

https://github.com/python/cpython/blob/2b5dbd1f237a013defdaf0799e0a1a3cbd0b13cc/Lib/configparser.py#L714

Have this a specific reason why there is a continue used?