Core: don't rethrow merge exceptions

We already 1) log the full exception, and 2) fail the engine.

Closes #10083

src/main/java/org/elasticsearch/index/merge/scheduler/ConcurrentMergeSchedulerProvider.java

@@ -139,9 +139,11 @@ public class ConcurrentMergeSchedulerProvider extends MergeSchedulerProvider {
 
         @Override
         protected void handleMergeException(Directory dir, Throwable exc) {
-            logger.warn("failed to merge", exc);
+            logger.error("failed to merge", exc);
             provider.failedMerge(new MergePolicy.MergeException(exc, dir));
-            super.handleMergeException(dir, exc);
+            // NOTE: do not call super.handleMergeException here, which would just re-throw the exception
+            // and let Java's thread exc handler see it / log it to stderr, but we already 1) logged it
+            // and 2) handled the exception by failing the engine
         }
 
         @Override