Because the caller either deals with the error (and fixes the state) or they don't, but there's never a case where the callee was unable to force the caller to fix the state. If the caller then goes on to just handle/suppress the exception and continue with the invalid state, then at least they're making an explicit decision that is on them.
Is that true? What if you have an error that happens once every 10^9 requests and the service failure isn't critical (no one dies). Isn't it better to just not bother with the error, let the service keep running and don't worry about it?
That depends on whether you are going to be the person who has to find out why corrupted data has been written, when it was corrupted, what the original value was or even worse, whether a given record is corrupted or not because the corrupted ones look exactly the same as some value of non-corrupted ones.
As someone who has been in that boat, I can tell you that request termination due to an uncaught exception is infinity times better than the horror of debugging data corruption, even (or especially) when it only happens ever 10^9 requests.