As indicated here and here, exceptions occuring in an async Task are technically not unhandled.
This is particularly nasty when working with MVC. It actually took us a w
Enabling "Just My Code" is one way to do this, as suggested here. True, the exceptions are technically not unhandled, but they are unhandled by user code, which gets VS to do the useful thing and show you where the exception occurred.
See this answer for some screenshots.
Obviously this setting has other implications (e.g. you can no longer step through framework code), so this may or may not be suitable.