Redux promise middleware dispatches an action for a rejected promise, but does not catch the error thrown. This is an expected behavior. Because the error is not caught, you will (in most cases) get an "uncaught" warning in the developer console. Again, this is an expected behavior.
By principle, it's your application's responsibility to catch the error thrown by the rejected promise. It's not the responsibility of the middleware.
How to Catch Promises
However, you probably want to catch the error. Here's some suggested approaches/solutions to this.
Catch/handle the error "globally" in error handling middleware
Catch/handle the error "locally" at the action creator
Catching Errors Locally
Generally, it'll make sense to use local error handling to directly control the "side effect(s)" of an error.
This can be done by dispatching some specific action. Here's an example of handling an error locally at the action creator.
// Throw an error
// Catch the error locally
// Dispatch a second action in response to the error
A third option is to handle all rejected promises (not just promises used with Redux promise middleware) using an unhandledrejection event. I wouldn't reccommend this because it assumes too much and could be difficult to debug, but there might be a case where it is useful for your program.