Pretty sure this is a bug (feature?) of Xcode code coverage. The issue boils down to the return statement not allowing it to fall down to the empty else statement, thus indicating the code is not executed. The return statements throw a wrench into whatever they are doing to count the lines of code.
In the instance of your try/catch block, you don't really have much choice there to prevent the empty execution.
As an experiment, remove the return statement and find a better way to catch the writeToURL statement so it doesn't execute in an error/catch statement. That will likely give you clean code coverage for that line.