I am having the same issue described at this address http://www.cocoabuilder.com/archive/cocoa/288659-iphone-nsmanagedobjectcontext-save-doesn-crash-but-breaks-on-objc-excep
Looking at this answer reveals that CoreData internally uses exceptions to manage their program flow. Thats why the debugger breaks at objc_exception_throw. As far as I know there is no way to disable this.
EDIT: Since then, there is now a solution to ignore these exceptions: Ignore certain exceptions when using Xcode's All Exceptions breakpoint
BTW: Do not check on error but use the returned BOOL value to ensure success of your save call. The correct way of doing this would be:
NSError *error = nil;
BOOL success = [self.managedObjectContext save:&error];
if (!success) {
NSLog(@"Error : %@",error);
}