looks like the CATCH block is re-catching the new exception ?

Indeed that's what happens; it's a known (and long standing) bug in Rakudo.

I expected it would throw the exception to an outer scope, am I doing something wrong here ?

Your expectations are fine, and in line with the specification.

how can I accomplish that ?

You can either fix the bug in Rakudo, or work around it with something like

my $rethrow;
try {
     die "test";
     CATCH {
         say $!;
         $rethrow = $!
     }
}
die $rethrow;
[download]

I'm sorry for the inconvenience.