I'm not clear what the code in your exception handler actually does. Setting values in the request? But I'm guessing that indeed it does result in error messages in the GUI.
As you say, if you need to catch an exception and display an error I'm not sure what else you can do. We might ask whether there are other exceptions you should be catching, but I don't see an intrinsic problem here.
There are general code style rules about not using exception to manage "normal" code paths, but here you are using a utility function that does throw an exception in exceptional cases and need to handle that exception.
In your situation I would ask my leader for an example of what he would prefer. Two possibilities: we learn something or he goes "oh yes, you do need to do that". Admittedly the thing we might learn is that he prefers stuff we don't like, but that's life.