title: PyQt5 app exits on error where PyQt4 app would not
body: <p>I have been developing a scientific application using PyQt4 for a couple of weeks, and decided to switch over to PyQt5. Aside from a few things to iron out one thing is puzzling me, and I'm not sure if its intended behavior or not.</p>
  
  <p>When Using PyQt4:
  if I had a python error (AttributeError, FileNotFoundError or whatever) the error message would print out to the python console, but I could continue using the PyQt4 gui application</p>
  
  <p>When Using PyQt5, when I have a python error, the entire app closes on me.  Is this a setting, or is this intended behavior?  This is potentially disastrous as before if there was a bug, I could save the data I had acquired, but now the application will just close without warning.</p>
  
  <p>Here is an example that demonstrates the behavior.  This script opens a widget with a button that activates a file dialog.  If a valid file is selected, the code will print the filepointer object to the command line.  If no file is selected because the user hits cancel, then that case is not handled and python tries to open a file with path ''.  In this both PyQt4 and PyQt5 versions throw the same python error:</p>
  
  <pre><code>FileNotFoundError: [Errno 2] No such file or directory: ''
  </code></pre>
  
  <p>However, the PyQt4 version will leave the widget open and the user can continue, whereas the PyQt5 version closes, with exit code of 1.</p>
  
  <p>Here is the example code, executed by: "python script.py"</p>
  
  <pre><code>import sys
  # from PyQt4 import QtGui as qt
  # from PyQt4.QtCore import PYQT_VERSION_STR
  from PyQt5 import QtWidgets as qt
  from PyQt5.QtCore import PYQT_VERSION_STR
  
  def open_a_file():
      fname = qt.QFileDialog.getOpenFileName()
      if PYQT_VERSION_STR[0] == '4':
          f = open(fname, 'r')
          print(f)
      else:
          f = open(fname[0], 'r')
          print(f)
      f.close()
  
  if __name__ == '__main__':
      app = qt.QApplication(sys.argv)
  
      w = qt.QWidget()
      w.resize(250, 150)
      w.move(300, 300)
      w.setWindowTitle('PyQt 4 v 5')
      btn = qt.QPushButton("Open a file", w)
      btn.clicked.connect(open_a_file)
      w.show()
  
      sys.exit(app.exec_())
  </code></pre>
  
  <p>Can I use PyQt5, but have it not crash the way that the PyQt4 version does?</p>
  
  <p>Here is my current system information system information:<br/>
  Windows 7 64-bit<br/>
  Anaconda, Python 3.5<br/>
  PyQt4 --> from conda sources<br/>
  PyQt5 --> using:</p>
  
  <pre><code>conda install --channel https://conda.anaconda.org/m-labs qt5
  conda install --channel https://conda.anaconda.org/m-labs pyqt5
  </code></pre>
  
  <p>both PyQt4 and PyQt5 are installed side by side</p>