Right, like I said, sometimes it does not matter, and sometimes it does. Although I disagree on Ogre
Ogre is a good example where I think exceptions are actually out of place. It certainly works. And it works excellent, too. But the main purpose of Ogre is to create games. Today, the GPU usually has plenty of cycles left while on the other hand, the game is utterly CPU-bound. You have to try very hard to be GPU-bound (unless you write very very expensive shaders).
Thus, it seems to me that losing a couple of percent of CPU time to exception handling may not precisely be what you want to do.
Of course, things like scripting easily eat up 10-20 times as much CPU as EH, but you usually cannot do without scripting.
The problem with EH is that even if you only use exceptions where appropriate, you can only compile with or without exception handling, and unless you use compiler-specific attributes (such as nothrow), the compiler has a very hard time knowing where to add stack unwinding code and where not to (most will simply insert code everywhere).