As to any existing connect bugs. The following issue deals with exception fliters. The user did not explicitly state they wanted them be an actual filter in the sense of when they execute but IMHO it's implied by the logic.
https://connect.microsoft.com/VisualStudio/feedback/ViewFeedback.aspx?FeedbackID=401668
Besides that issue though, there are no issues I can find or know of that are related to what you are looking for. I think it would do good to have a separate issue which explicitly calls out the want for VB.Net style exception filters.
I wouldn't worry too much about introducing a duplicate question if you've done a bit of due diligence looking for an existing one. If there is a dupe, Mads will dupe it accordingly and link you to the main request.
As for the part of getting an official response from the C# team, you will likely get that when you either 1) file a connect bug or 2) get duped against the main bug. I really doubt there is an official reason / justification out there right now.
Here's my speculation on the issue: My guess is that this feature simply wasn't on the original C# 1.0 feature set and since that time there hasn't been enough demand to make it into the language. The C# and VB team spend an unbelievable amount of time ranking language features at the start of every ship cycle. We have to make some very difficult cuts at times. Without sufficient demand there is very little chance a feature will make it into the language.
Up until recently I bet you would be hard pressed to find 1 out of 10 people who understood the difference between VB.Net's Try/When and just using a plain old if statement in a C# catch block. It seems to be a bit more on peoples minds lately so maybe it will make it into a future version of the langauge.