Why use Thread.currentThread().isInterrupted() with try/ catch

I have found this structure popular in the multithreading chapter of Thinking in java:

public void run(){
    try{
        while(!Thread.currentThread().isInterrupted()){
            // do something blocked like wait(), sleep() or I/O
        }
    }catch(InterruptedExeption e){

    }
}

However I think now that the while loop will exit if and only if the blocked wait(), sleep() or I/O throws InterruptedExeption, why not use while(true) instead? Or just because the Thread.currentThread().isInterrupted() is just canonical?