Activities that throw exceptions in non-"Azure Storage" do not return exception message in orchestrators

[andystaples]

If I have an orchestrator that calls an activity which throws an exception, MSSQL and DTS behave differently from AzureStorage backend.
In the AzureStorage backend I get the message that the activity threw in the orchestrator.
In MSSQL/DTS, I only get
One or more errors occurred. (Task 'RaiseException' (#0) failed with an unhandled exception: )

Orchestrator code:

param($Context)

try {
    $output = Invoke-DurableActivity -FunctionName 'RaiseException' -Input $Context.InstanceId
    $output
}
catch {
    # Here is where the behavior change happens
    $_.Exception.Message
}

Activity code:

param($InstanceId)

throw [System.InvalidOperationException]::new("This activity failed")