[issue39452] Improve the __main__ module documentation

[Géry]

Géry <gery.ogam at gmail.com> added the comment:

No worries, it was almost twenty years ago.

> But it's probably better to raise a dedicated exception in that case and catch it in main(), rather than just calling sys.exit() deep inside the other code.

Yes I agree, and I think you explained very clearly why it is better in the blog post:

> Another refinement is to define a Usage() exception, which we catch in an except clause at the end of main():
> […]
> This gives the main() function a single exit point, which is preferable over multiple return 2 statements.

So I think you made two independent points:

- raising a dedicated exception instead of calling `sys.exit` inside nested functions and catching it inside `main` allows a single exit point;
- calling `sys.exit` outside of `main` instead of inside prevents exiting the Python interpreter in an interactive session.

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