Question

We all know that in c# if any exception is thrown, it terminates or kill the process immediately,
which is not the case for ThreadAbortException.Why there is a special behaviour for this exception?

Answer 1

Because the main thread can choose to cancel the exception and/or wait for the thread to finish and then continue processing.

When a call is made to the Abort method to destroy a thread, the
common language runtime throws a ThreadAbortException.
ThreadAbortException is a special exception that can be caught, but it
will automatically be raised again at the end of the catch block. When
this exception is raised, the runtime executes all the finally blocks
before ending the thread. Because the thread can do an unbounded
computation in the finally blocks or call Thread.ResetAbort to cancel
the abort, there is no guarantee that the thread will ever end. If you
want to wait until the aborted thread has ended, you can call the
Thread.Join method. Join is a blocking call that does not return until
the thread actually stops executing.

See ThreadAbortException Class.