Guess Microsoft were lazy with the Russian exception translations
It has nothing to do with Russian translation, it's about how exceptions are handled in the program.
Internet is full of "An exception occurred during a WebClient request" posts, sometimes it comes with an additional information, sometimes that message it the only thing that is displayed.
I suspect that there was a common .NET exception & stack trace dialog window, which was closed by OP before making a screenshot.
That's why I did mention it in my previous reply.