In the case you show, an IllegalArgumentException would be better, I think...
And, potentially, I would name the function checkColumnValidity() and make it to throw the exception, perhaps.

Processing isn't very exception-friendly, ie. it rarely let exceptions to go up to the sketch code: it prefers to intercept them, and to display the stack trace (sometime), and to highlight the line where the exception occurred, if possible.

A perhaps stupid workaround is to put try / catch statements in setup(), draw() and other root Processing methods, to catch these exceptions, and print out the stacktrace yourself.

1. void setup()
2. {
3.   size(800, 800);
4. }
5.  
6. void draw()
7. {
8.   background(255);
9. }
10.  
11. void f()
12. {
13.   throw new IllegalArgumentException("Foo");
14. }
15.  
16. void keyPressed()
17. {
18.   try
19.   {
20.     f();
21.   }
22.   catch (Exception e)
23.   {
24.     e.printStackTrace();
25.   }
26. }

Thank you PhiLho!