Structured Exception Handler and Delphi

I am trying to set SEH without using try except
(This is for my own personal knowledge to get a better idea on how SEH works)

The following code doesn't work

type
    TSeh = packed record
    OldSeh:DWORD;
    NewSeh:DWORD;
    end;


procedure test;
begin
WriteLn('Hello from seh');
end;


var
    eu:TSeh;
    old_seh:DWORD;
begin
    asm
    mov eax,fs:[0]
    mov old_seh,eax
    end;
    eu.OldSeh := old_seh;
    eu.NewSeh := DWORD(@test);
    asm
        mov eax,offset eu
        mov fs:[0],eax
        ret //This will cause an exception because jumps on an invalid memory address
    end;
end.

But this does

procedure test;
begin
WriteLn('Hello from seh');
end;



begin
    asm
    push offset test
    push fs:[0]
    mov fs:[0],esp
    ret //This will cause an exception because jumps on an invalid memory address
    end;
end.

What am I doing wrong? What is the difference between the first code and the second one?