The answer is no - there's no such functionality in Bacon.js as of now.
So far there hasn't been demand for exception-catching, I think, because exceptions in Javascript are generally software bugs and not something that should be handled as a part of the normal operation. For instance, AJAX errors in JQuery are not modeled as exceptions.
In any case, I suggest you open a new Issue on Github. Let's see if there are others who feel this is something we need. If we wanted to do this, I think we should implement exception-handling in a more generic way, i.e. not coupled with "map".
You implementation, btw, looks good!