Why is this an issue?

A Catch clause that only rethrows the caught exception has the same effect as omitting the Catch altogether and letting it bubble up automatically.

Dim s As String = ""
Try
    s = File.ReadAllText(fileName)
Catch e As Exception
    Throw
End Try

Such clauses should either be removed or populated with the appropriate logic.

Dim s As String = File.ReadAllText(fileName)

or

Dim s As String = ""
Try
    s = File.ReadAllText(fileName)
Catch e As Exception
    logger.LogError(e)
    Throw
End Try

Exceptions

This rule will not generate issues for Catch blocks if they are followed by a Catch block for a more general exception type that does more than just rethrowing the exception.

Dim s As String = ""
Try
    s = File.ReadAllText(fileName)
Catch e As IOException 'Compliant by exception: removing it would change the logic
    Throw
Catch e As Exception 'Compliant: does more than just rethrow
    logger.LogError(e)
    Throw
End Try