Subscriber should not stop on error in observable

I am struggling with a subscriber, which automatically unsubscribe itself on error:

observable
  .subscribe(
    (data) => {
      // some logic encountering an error during execution
      // comparable to throw new Error()
    }
  )

I can prevent it with using try / catch:

observable
  .subscribe(
    (data) => try { 
        // some logic encountering an error during execution
        // comparable to throw new Error()
      } catch(e) {
      }
  )

But it feels like a work around.

I have dived into the source of Subscriber and SafeSubscriber, which automatically call unsubscribe on error:

  private __tryOrUnsub(fn: Function, value?: any): void {
    try {
      fn.call(this._context, value);
    } catch (err) {
      this.unsubscribe();
      throw err;
    }
  }

Is the only way to prevent this behavior to implement an own Subscriber or using try / catch?