I think pythonic is more important than performance and I would still choose that version over a try-catch block, were it slower. Being pythonic means it represents a commonly understood pattern in Python code, therefore it is more efficient in communicating intent.

Apart from the quote from the zen of python, does this really make your code better though? You will end up writing 4-5 lines with an extra level of indentation. The code does the same, but has worse performance and communicates the intent poorly (compared to the “pythonic” version).