wasm32-unknown-unknown does not currently have unwind support, due to historical lack of support for unwinding. There is now an exception handling feature proposal that is deployed in most contemporary WASM engines (see roadmap ).
wasm32-unknown-emscripten does support this through emscripten, but at the cost of having to use emscripten. My primary environment I currently work in does not work well with emscripten, and as I understand it, the direction rustc is headed in, is not relying on emscripten.
I took a crack at implementing this myself, while having made a good bit of progress, cannot afford much more time on this personally. Would love to see it end up in the compiler though!
It could be added as optional feature when using cargo build -Zbuild-std and enabling this feature, but we can't modify the wasm32-unknown-unknown target to mandate support for wasm exception handling. I'm not sure how to actually throw an exception in LLVM ir for wasm though.