HttpInterceptor does not trigger catchError on Apollo observable chain

[gcherem]

I'm not sure if I am missing something or it is a bug. I have this HttpInterceptor and its catchError is never called for 40x errors:

import { Injectable } from '@angular/core';
import {
  HttpRequest,
  HttpHandler,
  HttpEvent,
  HttpInterceptor
} from '@angular/common/http';
import { Observable, throwError } from 'rxjs';
import { catchError, tap } from 'rxjs/operators';

@Injectable()
export class ErrorInterceptor implements HttpInterceptor {

  intercept(request: HttpRequest<any>,next: HttpHandler): Observable<HttpEvent<any>> {
    console.log('Interceptor works')
    return next.handle(request).pipe(
      tap(()=> {
        console.log('even tap works!')
      }),
      catchError((error: any, caught) => {
        // NEVER GETS HERE!!!!
        console.log('interceptor catchError works?');
        console.log(error);
        return throwError(error);
      }),
    );
  }
}

Here is the mutation:

...
@Component({
  selector: 'app-root',
  templateUrl: './app.component.html',
  styleUrls: ['./app.component.css'],
})
export class AppComponent implements OnInit {

  constructor(private apollo: Apollo) {}

  ngOnInit() {
    this.apollo
      .mutate({
        mutation: gql`
          mutation {
            updateJob( // this mutation forces an 'unauthorized' error
              input: { id: "1111", description: "xxxxxx" }
              adminSecret: "secret"
            ) {
              id
            }
          }
        `,
      })
      .pipe(
        catchError(this.handleError.bind(this)),
      )
      .subscribe(
        (resources) => {
          console.log(resources);

        },
        (error) => {
          console.log('subscribe catch error works')
        }
      );
  }

  handleError(error) {
    console.log('handleError works');
    console.log(error);
    return throwError(error);
  }
}

PS.: If I force a malformed mutation (syntax error), then the catchError at the HttpInterceptor works.

I created a working repository here.

Can anybody help me? Thanks.