I have a Unit test function which worked. When I incorporated ILogger and Moq framework, its not catching exceptions anymore. See Last test below. In debugging the unit test step by step, I know the Exception is thrown. So not sure why its not displaying in Nunit and causing an error.
Error:
Message:   Expected: <System.ArgumentException>  But was:  no exception thrown
using System;
using ElectronicsStore.Models;
using Microsoft.Extensions.Logging;
namespace ElectronicsStore.Service
{
    public class ParseVendorSupply
    {
        private readonly ILogger _logger;
        public ParseVendorSupply(ILogger logger)
        {
            _logger = logger;
        }
        public VendorSupply FromCsv(string csvLine)
        {
            VendorSupply vendorsupply = new VendorSupply();
            try
            {
                string[] values = csvLine.Split(',');
                if (values.Length > 3)
                {
                    throw new System.ArgumentException("Too much data");
                }
                vendorsupply.VendorId = Convert.ToInt16(values[0]);
                vendorsupply.ProductId = Convert.ToInt16(values[1]);
                vendorsupply.Quantity = Convert.ToInt16(values[2]);
            }
            catch (Exception)
            {
                _logger.LogInformation("An exception was thrown attempting");
            }
            return vendorsupply;
        }       
    }
}
NUnit Test:
public class ParseVendorSupplyNunit
{
    ILogger logger;
    // This Works
    [Test]
    public void FromCsv_ParseCorrectly()
    {
        var logger = new Mock<ILogger>();
        var parseVendorSupply = new ParseVendorSupply(logger.Object);
        string csvLineTest = "5,8,3";
        VendorSupply vendorsupply = parseVendorSupply.FromCsv(csvLineTest);
        Assert.AreEqual(5, vendorsupply.VendorId);
        Assert.AreEqual(8, vendorsupply.ProductId);
        Assert.AreEqual(3, vendorsupply.Quantity);
    }
    // This does not work anymore,after adding ILogger and Moq
    [Test]
    public void FromCsv_ParseCorrectly_Extradata()
    {
        var logger = new Mock<ILogger>();
        var parseVendorSupply = new ParseVendorSupply(logger.Object);
        string csvLineTest = "5,8,3,9,5";
        Assert.That(() => parseVendorSupply.FromCsv(csvLineTest), Throws.ArgumentException);
    }
Message:   Expected: <System.ArgumentException>  But was:  no exception thrown