Capturing exceptions into names can lead to reference cycles though the __traceback__ attribute of the exceptions in some obscure cases that have been reported previously and fixed individually. As these variables are not used anyway, we can remove the binding to reduce the chances of creating reference cycles.
See for example GH-13135
I have compared output between pre- and post-patch runs of these tests
to make sure there's nothing missing and nothing broken, on both
Windows and Linux. The only differences I found were actually tests
that were previously *not* run.