I dislike the "that's not supposed to throw an exception" developer statement, if something is not supposed to throw an exception under normal operating you can almost guarantee that it will throw exceptions in the demo. So one of the few cases where I use lots of mock is in Exception Handling.

Some exceptions are almost impossible to generate consistently in tests, or can't be simulated easily next to test that are supposed to pass when that exception state doesn't occur - think API failures, databases being yanked mid-query, etc.