WizardBackoutException not behaving as expected

WizardBackoutException not behaving as expected: I have the following code as an example...

try
{
     if (isCanceled)
     {
        throw new WizardBackoutException("Message");
     }
}
catch (WizardBackoutException ex)
{
       MessageBox.Show(ex.Message);
       try
       {
           Directory.Delete(replacementsDictionary["$destinationdirectory$"]);
       }
       catch (Exception)
       {
            // If it fails (doesn't exist/contains files/read-only), let the directory stay.
       }
}