This is a batch of SQL code I’ve been using:

BEGIN TRY
begin
BULK INSERT DBXMRPAS2.dbo.[STG_drive] FROM 'Wdmyitpxmdev1xmmsbcpcsvfile20080715drive.200807151100.extracting'
WITH
( MAXERRORS =1000,
FIELDTERMINATOR = '^',
ROWTERMINATOR = '|n'
)
end
END TRY
BEGIN CATCH
SELECT 'Error Caught'
SELECT
ERROR_MESSAGE(),
ERROR_NUMBER()

END CATCH

Why would an error from this statement not be captured by the catch if the .CSV file is missing for the given directory?