Result with value or error returned from service c#

First of all, let me explain the current situation. In a ASP.NET project, we do some ajax calls to a WCF service. This service always returns a value when called. But this is the way they implemented this:

public class Service: IService
{
    public Result<string> IDoWhatEverIWant(string parameterExample){
       try{
           //1) Execute code
           //2) Return a value
           return Helper.CreateSuccessMessage<string>("the success value");
        } catch(Exception ex){
           //1) Do some stuff
           //2) Return an error
           return Helper.CreateErrorMessage("The error");
       }
    }
}

public class Result<T>{
    public T ReturnedValue {get;set;}
    public string Error {get;set;}
}

So they always return a "Result" instead of throwing exceptions or returning just the data.

I know this is a personal kind of taste question, but I wonder what are pro/con arguments to return a "Result" instead of just returning the value or exception?

The way I would implement is, is to just return the value if success. If an exception occurred, I would parse it, to userfriendly exception (so the users don't know to much) and throw that one and let the errorhandling from ajax catch it and convert to a correct message for the users.