**Apache Airflow version**:

2.1.0

**Environment**:

- self hosted docker-compose based stack

**What happened**:

Using JDBCOperator if the sql result in an error we got only 
```
[2021-06-21 11:05:55,377] {local_task_job.py:151} INFO - Task exited with return code 1
```

Before upgrading from 2.0.1 we got error details in logs:
```
jaydebeapi.DatabaseError: java.sql.SQLException:... [MapR][DrillJDBCDriver](500165) Query execution error. Details: VALIDATION ERROR:...
``` 

**What you expected to happen**:

See `SQLException` in logs

**How to reproduce it**:

Perform a generic SQL task with broken SQL.

**Anything else we need to know**:

I think is somehow related to https://github.com/apache/airflow/commit/abcd48731303d9e141bdc94acc2db46d73ccbe12#diff-4fd3febb74d94b2953bf5e9b4a981b617949195f83d96f4a589c3078085959b7R202 
airflow/models/taskinstance.py
"""
        Call callback defined for finished state change.
        NOTE: Only invoke this function from caller of self._run_raw_task or
        self.run
        """
        if self.state == State.FAILED:
            task = self.task
            if task.on_failure_callback is not None:
                context = self.get_template_context()
                context["exception"] = error
                task.on_failure_callback(context)
        elif self.state == State.SUCCESS:
            task = self.task
            if task.on_success_callback is not None:
                context = self.get_template_context()
                task.on_success_callback(context)
        elif self.state == State.UP_FOR_RETRY:
            task = self.task
            if task.on_retry_callback is not None:
                context = self.get_template_context()
                context["exception"] = error
                task.on_retry_callback(context)
    @provide_session
    def run(