Digamos que tenemos una estructura como esta:

Try
  ' Outer try code, that can fail with more generic conditions, 
  ' that I know less about and might not be able to handle

  Try
    ' Inner try code, that can fail with more specific conditions,
    ' that I probably know more about, and are likely to handle appropriately
  Catch innerEx as Exception
    ' Handle the inner exception
  End Try

Catch outerEx as Exception
  ' Handle outer exception
End Try

He visto algunas opiniones que anidanTry bloques como este no se recomiendan, pero no pude encontrar ninguna razón específica.

¿Es este mal código? Si es así, ¿por qué?