Compilers only really use them for things like break and the end if blocks. There isn't much to gain by being able to execute anything arbitrarily, and then go...where? There might be places here and there within a function where compilers already take advantage of it, but I doubt it's useful in the way you think.
in C it's quite normal to set a return code and jump to a cleanup section where all the buffers are freed, all the files closed and so on.