When exception raised inside delayed closure a user gets obscure message:
"No constructors are available for the type ..."
This hides real error message and makes hard to diagnose issues.
Same applies to a case of adding single member in delayed fashion ProvidedTypeDefinition.AddMemberDelayed
repro here
https://github.com/dmitry-a-morozov/Sandbox/tree/master/ExnInDelayedCtorErasedTypes
From practical perspective I deal with this problem in SqlProgrammabilityProvider.
when user encounters stored procedure with an error.