Missing destructor in Visual Studio?

I wrote the following program:

// Example program
#include <iostream>
#include <string>
#include <exception>

struct A {
    A() {
        std::cout << "A ctor" << std::endl;

    }

    ~A() { 
        std::cout << "A dtor" << std::endl;
        try {
            throw std::exception();
        } catch (std::exception &e) {
            std::cout << "Internal exception caught" << std::endl;
        }
    }
};

int main()
{
    try {
        A a;
        throw std::exception();
    } catch (std::exception &e) {
        std::cout << "External exception caught" << std::endl;
    }
}

The output I expected was:

A ctor
A dtor
Internal exception caught
External exception caught

And this is what I'm getting in GCC. But when I'm using Visual Studio (version 2013) the output I'm getting is:

A ctor
External exception caught

What's going on here?