Mocking a trait with static method

I have a trait with a helper that looks like this

trait CliHelpers
{
    public static function cliError(string $errorMessage): void
    {
        try {
            \WP_CLI::error($errorMessage);
        } catch (ExitException $exception) {
            self::terminate($exception);
        }
    }

    public static function terminate(ExitException $exception)
    {
        exit("{$exception->getCode()}: {$exception->getMessage()}");
    }
}

I've added a public static method terminate so that I can test this part of the branch, without the test killing my PHP execution (because of the exit). The WP_CLI part will be mocked to throw the exception (this part works).

I'm using Pest for my unit testing framework.

My test looks like this

<?php

namespace Tests\Unit\Cli;

use EightshiftLibs\Cli\CliHelpers;

use WP_CLI\ExitException;

/**
 * Mock before tests.
 */
beforeEach(function () {
    $wpCliMock = \Mockery::mock('alias:WP_CLI');

    $wpCliMock
        ->shouldReceive('error')
        ->andReturnUsing(function ($message) {
            throw new ExitException($message);
        });
});

/**
 * Cleanup after tests.
 */
afterEach(function () {
    \Mockery::close();
});


test('CliError helper will catch the exit', function() {

    $this->expectException(\Exception::class);

    $mock = \Mockery::mock(CliHelpers::class)
        ->shouldAllowMockingProtectedMethods()
        ->makePartial();

    $mock->shouldReceive('terminate')
        ->andThrow(new \Exception);

    $mock::cliError('Error message');
});

So first I mock the WP_CLI so that I throw the exception (I'm testing this part of the branch).

Then I am trying to override the terminate method, but for some reason, when I run the single test inside PHPStorm, I get

...
Testing started at 10:51 ...
PHPUnit 9.5.2 by Sebastian Bergmann and contributors.


Process finished with exit code 0
0: Error message

It actually goes to the exit method. And when I run the tests in the terminal, this test is never run ‍♂️

Is there a way to test this exiting part of the helper? I'm trying to avoid throwing another exception because then I'll have to put a bunch of throw/catch blocks through the entire codebase.