Why is this an issue?

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

a = {}
try:
    a[5]
except KeyError:
    raise  # Noncompliant

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

a = {}
try:
    a[5]
except KeyError as e:
    logging.exception('error while accessing the dict')
    raise e