No Callbacks on FATAL

I'm using a callback function that is called when a memory context is deleted to remove a temporary file. This works fine when the transaction ends normally or raises an ERROR. However, when a FATAL event happens, the callback is not run. Is this a bug or intended behaviour? I think that this is a new behavior and that the callback was called in an earlier version (perhaps v14) when I was originally developing this code. I'm running v15.1. 

It seems to me that callbacks should be run in the event of a FATAL event in order to clean up any lingering issues. 

                -Ed