This article should be marked with a caveat that states that most of what it says applies only to .NET programs running on Windows on x86 hardware.
Exception functionality is not implemented uniformly across all programming languages on all operating systems. “Exceptions imply kernel mode transitions” may be true for C# on .NET on currently shipping Windows, but it’s certainly not true for all C++ implementations, nor for all Java implementations.
As a thought experiment, try making a list of every programming language that you can use for older operating systems which don’t utilize user mode, but simply run everything in the same privilege level as the kernel. Classic Mac OS on the 68000 CPU is a good example. How could exceptions imply a kernel mode transition then? (I’m not certain but I believe MS-DOS and older versions of Palm OS are additional examples of OS’s that lacked a distinction between user mode and supervisor / ring 0 privilege levels.)
There is some controversy as to whether exceptions are a bad idea for code clarity in general. I use them in cases of “this shouldn’t happen unless something is seriously wrong”, but I do not avoid them altogether. To boycott a programming language feature altogether just because you read some blog post saying it was slow is just a case of premature optimization. Prove that it’s slow for your architecture, or that it makes your code harder to maintain; otherwise you’re just a victim of (self-inflicted?) FUD.