How to reproduce:
1. Open the attached project
2. Open the test runner and run the tests
3. Look at the tests in the group named "DoesntWork"
4. Note that there is only one exception message
5. If you look at the code inside DoesntWork.cs, the exception inside the UnitySetUp method is not reported
6. Comment out the exception inside the UnityTearDown method and run the tests again
7. The exception inside the UnitySetUp method is now correctly reported

Actual result: Exception in UnitySetUp is not thrown.
Expected result: Exception in UnitySetUp is thrown.

Reproducible with: 2018.4.11f1, 2019.1.14f1.
Not reproducible with: 2019.2.0a1, 2019.2.8f1, 2019.3.0b6, 2020.1.0a8.

Notes:
- The UnitySetUp and UnityTearDown IEnumerators are not implemented in 2017.4

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Fixed in 2019.2.0a1.