This is one of those questions we definitely need a FAQ or tip for.
Those exceptions you're trying to catch are thrown OUTSIDE the flow execution -- by the webflow system -- because access to a flow execution could not be granted (either because it ended, expired, or the definition didn't exist). The caller of SWF must catch these exceptions and route to an appropriate error page. Sam Brennan has submitted a patch to our JIRA system that provides Spring MVC exception resolver code that will do this handling for you. I'd definitely recommend checking that out.
In 1.1 we will address this out-of-the-box.
Core Spring Development Team