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return in finally can swallow exception
In https://github.com/optimizely/python-sdk/blob/40880ffad7403ef96c7b11b02a110fb42adf39c2/optimizely/config_manager.py#L153 there is a return statement in a finally block, which would swallow any in-flight exception.
This means that if any exception is raised from one of the except: clauses, it will not propagate on as expected.
See also https://docs.python.org/3/tutorial/errors.html#defining-clean-up-actions.