Not true. If you don't catch an exception, you're automatically saying that it's a problem you can't fix, and your program will be terminated. If you fail to check return codes, then your program tries to keep running in a broken state.
The difference is that running in an unknown/broken state is the default when using error codes. Getting into such a state with exception handling typically requires explicit programmer action, such as the "catch everything and ignore it" pattern.
to have correct behaviour, all error cases need to have defined recovery. in this, error-return === exceptions.