Hmm, that's odd, can you post a cut-down (but complete) version of your code which shows this problem. I.e. a complete runnable test script with only the one test and the code it calls which dies? Something like this:

use Test::More tests => 2;

BEGIN {
    use_ok("Test::Exception");
}

sub slayme {
    die "Error message";
}

throws_ok { slayme() } qr/Error message/,"Dies correctly";

__OUTPUT__
1..2
ok 1 - use Test::Exception;
ok 2 - Dies correctly
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