App.UseExceptionHandler is not hit when the request is invalid

Question

I'm using IApplicationBuilder.UseExceptionHandler.

app.UseExceptionHandler(app =>
    {
        app.Run(async context =>
        {
            context.Response.ContentType = "application/json";

            var exceptionFeature = context.Features.Get<IExceptionHandlerFeature>();

            if (exceptionFeature != null)
            {
                var exception = exceptionFeature.Error;

                StringBuilder errorMessage = new();

                if (exception is IntegrationNotFoundException integrationNotFoundException)
                {
                    await GetResponse(context, (int)HttpStatusCode.NotFound, integrationNotFoundException.Message);
                }
                else
                {
                    await GetResponse(context, (int)HttpStatusCode.InternalServerError, exception.Message);
                }
            }
        });
    });

My Url looks like this : localhost:7149/integration/{guid}.

Whenever I send request by invalid url, e.g localhost:7149/integration/notGuid, the ExceptionHandler is not activated, an empty 404 is returned, so I am unable to return the error model that I'm using.

So the application becomes unpredictable with the responses.