The issue will happen all of the below condition met:

1. The intercepted method has return value.
2. The intercepted method throws an exception.
3. The above exception is handled in _public void Intercept(IInvocation invocation)_ and it is NOT re-thrown.

We put our logging logic when the exception happens and since we do not intend to crash the application. Therefore such exception does not re-thrown.

Currently I can workaround this by putting below code in _finally block_:

if (!invocation.Method.ReturnType.IsClass
    && !invocation.Method.ReturnType.IsInterface
    && invocation.Method.ReturnType.Name != "Void"
    && invocation.Method.ReturnParameter != null
    && invocation.ReturnValue == null)
        invocation.ReturnValue = Activator.CreateInstance(invocation.Method.ReturnType);

However, it might be better to handle this in the framework itself.