This KB Article says that ASP.NET\'s Response.End() aborts a thread.
Reflector shows that it looks like this:
public void End()
{
If you had employed an exception logger on your app, it will be watered down with the ThreadAbortExceptions from these benign Response.End() calls. I think this is Microsoft's way of saying "Knock it off!".
I would only use Response.End() if there was some exceptional condition and no other action was possible. Maybe then, logging this exception might actually indicate a warning.