Java Puzzle 8 (spot the bug if one exists)

Puzzle8.java

public class Puzzle8 {

	public static void main(String[] args) {
		run();
	}
	
	private static void run() {
		try {
			System.out.println("Hello");
			System.exit(0);
		} finally {
			System.out.println("Goodbye");
		}
	}

}

Adapted from Java Puzzlers: Traps, Pitfalls, and Corner Cases - Puzzle #39