WebException при чтении ответного потока WebException

Почему это удивительно? Попробуйте следующее из MSDN:

try {
   // Create a web request for an invalid site. Substitute the "invalid site" strong in the Create call with a invalid name.
     HttpWebRequest myHttpWebRequest = (HttpWebRequest) WebRequest.Create("invalid site");

    // Get the associated response for the above request.
     using (HttpWebResponse myHttpWebResponse = 
               (HttpWebResponse) myHttpWebRequest.GetResponse()) {
        myHttpWebResponse.Close();
    }
}
catch(WebException e) {
    Console.WriteLine("This program is expected to throw WebException on successful run."+
                        "\n\nException Message :" + e.Message);
    if(e.Status == WebExceptionStatus.ProtocolError) {
        var response = ((HttpWebResponse)e.Response);
        Console.WriteLine("Status Code : {0}", response.StatusCode);
        Console.WriteLine("Status Description : {0}", response.StatusDescription);

        try {
            using (var stream = response.GetResponseStream()) {
            using (var reader = new StreamReader(stream)) {
                var text = reader.ReadToEnd();
                Console.WriteLine(text);
            }
            }
        } catch (WebException ex) {
            // Oh, well, we tried
        }
    }
}
catch(Exception e) {
    Console.WriteLine(e.Message);
}