We (GitLab) hit into an issue that somewhere in the middleware
chain was throwing `:warden`, which was caught in the wrapping
middleware, but `LocalCache::Middleware` was not aware of it.
It should look like:

``` ruby
result = catch(:warden) do
  @app.call(env)
end
```

Source: https://github.com/hassox/warden/blob/090ed153dbd2f5bf4a1ca672b3018877e21223a4/lib/warden/manager.rb#L35-L37

Using `ensure` could make sure that we would always do the cleanup,
and better yet, avoid `rescue Exception` which we all should know
that could cause some issues which could be very hard to debug.

Please check the discussion thread for more context:
https://gitlab.com/gitlab-org/gitlab-ee/merge_requests/1402#note_25128108