[Coverity][UR] Potentially throwing function is called from a destructor

[AlexeySachkov]

You can find Coverity scan results at: https://scan.coverity.com/projects/intel-llvm?tab=overview

Reported as CID 519631:

https://github.com/intel/llvm/blob/667c45a9d00fbbd500ef7500882aefff7eea5868/unified-runtime/source/adapters/hip/context.hpp#L99-L101

Uncaught exceptions here will cause std::terminate to be called which may be unexpected.