Indy Exception nicht auffangbar

[Halux]

Delphi-Quellcode:

procedure TForm3.Button1Click(Sender: TObject);
begin
  if TCPClient.Connected = TRUE
  then begin
    try
      TCPClient.Disconnect;
      Button1.Caption := 'Client starten';
      Memo1.Lines.Add('Client beendet');
    except
      on E: EIdSocketError do
        ShowMessage('Fehler:'#13 + E.Message);
    end;
  end
  else begin
    try
      TCPClient.Connect;
      Button1.Caption := 'Client beenden';
      Memo1.Lines.Add('Client gestartet');
    except
      on E: EIdSocketError do
        ShowMessage('Fehler:'#13 + E.Message);
    end;

  end;

end;

Delphi-Quellcode:

procedure TForm3.Button2Click(Sender: TObject);
begin
  try
    TCPClient.IOHandler.WriteLn(Edit1.text);
    Memo1.Lines.Add(Edit1.Text + ' an Server gesendet');
    Edit1.Text := '';
  except
    on E: EIdSocketError do
      ShowMessage('Fehler:'#13 + E.Message);
  end;
end;

Das ist mein Code, trotz der try...except blöcke gibt es die exception.