Looks like you are using Visual Studio Code. In the Debug controls under the Breakpoints section, you should be able to catch C++ exceptions when thrown. When you do that, you’ll see that an exception is thrown in vtkPVDataDeliveryManagerInternals::GetDeliveredDataObject(), but it is caught and handled properly. That might be what you are seeing.
As long as the exception is caught and handled, there is no problem to be fixed.