Hi Jens, I believe the only advantage is that you get the line number where the exception is thrown. I'm not sure if this option will bring more load on the QAction or not (running in debug mode). So to be honest I wouldn't use it on a production environment.
Instead: if you define proper exception handling you should be able to easily spot where the issue comes from.
If you keep your exception handling consistent and always print the QAction ID, Method and full exception, this should be convenient to then troubleshoot for issues where needed. Good luck!