Previously, all forms that had at least one AJAX-ified element on a page were automatically cached, and would post to the /system/ajax path for processing and execution of the AJAX callback.
Now by default, a form will post back to its original URL in order to rebuild the form, and then it will execute the AJAX callback.
In order to achieve this, an exception (\Drupal\Core\Form\FormAjaxException) will be thrown. You do not have to catch this exception, as it will be caught by \Drupal\Core\Form\EventSubscriber\FormAjaxSubscriber::onException(), and is a normal part of AJAX form processing.
If you have an AJAX enabled form that stops working due to this, it might be due to some of that form's or #ajax element's logic implicitly depending on the form being cached. Try to fix that code to not have that dependency. See https://www.drupal.org/node/2502785 for active discussion related to this, and if appropriate, report your use case there.