I think you partially missed the point - it's not that throwing exceptions is slow, is that even having them in your code is [allegedly] slow.

According to the article there are two methods used to implement exceptions in C++ - one that has higher overhead when you throw an exception (zero-cost) and one that has higher overhead when you call a function that might throw an exception (setjmp/longjmp).

Unfortunately the author didn't go over the latter method, which would have been more interesting.