You are right, this is very annoying.
The history behind this is that the server didn't used to require authentication for the buildInfo command. At one point the server was changed to require authentication for the buildInfo command, which caused several drivers to break when authentication was on, including the C# driver. The initial workaround for this in the C# driver was to catch the exception and ignore it, but as you have noticed, this is rather annoying when you have Visual Studio configured to break when any exception is thrown.
One option for you is to upgrade the server to 2.0.2. The server has been changed back to no longer require authentication for the buildInfo command, so upgrading to 2.0.2 is one way to stop seeing these internal exceptions.
Also, Alexander Nagy contributed a nice patch which modifies the C# driver to eliminate cases where the driver catches and either ignores or rethrows the exceptions. This change will be in the upcoming 1.4 version of the C# driver, and once it is released that also will make the driver friendlier to use in the case where you have configured Visual Studio to break when any exception is thrown.