bpo-37908: Add an example of ArgumentParser.exit() (GH-15455)

Co-Authored-By: Brandt Bucher <brandtbucher@gmail.com>
diff --git a/Doc/library/argparse.rst b/Doc/library/argparse.rst
index c2cf7d3..6dffd2e 100644
--- a/Doc/library/argparse.rst
+++ b/Doc/library/argparse.rst
@@ -2029,7 +2029,14 @@
 .. method:: ArgumentParser.exit(status=0, message=None)
 
    This method terminates the program, exiting with the specified *status*
-   and, if given, it prints a *message* before that.
+   and, if given, it prints a *message* before that. The user can override
+   this method to handle these steps differently::
+
+    class ErrorCatchingArgumentParser(argparse.ArgumentParser):
+        def exit(self, status=0, message=None):
+            if status:
+                raise Exception(f'Exiting because of an error: {message}')
+            exit(status)
 
 .. method:: ArgumentParser.error(message)