Why to use @ResponseBody with @ControllerAdvice in the case of RESTServices

Question

I am learning about global exception handling in spring boot. I have a designed a controller annotated with @RestController which has a controller method that throws an exception. I have designed another class named GlobalExceptionHandling annotated with @RestControllerAdvice/@ControllerAdvice. It works fine and handles the exception when annotated with @RestControllerAdvice but doesn't work as expected when annotated with @ControllerAdvice. I am sharing my code and the responses i got on postman.

DemoController:

@RestController
public class DemoController {

    @RequestMapping("exception/arithmetic")
    public String controllerForArithmeticException()
    {
        throw new ArithmeticException("Divide by zero error");
    }

    @RequestMapping("exception")
    public String controllerForException() throws Exception
    {
        throw new Exception("An exception occurred");
    }

}

GlobalExceptionHandler: (with @RestControllerAdvice)

@RestControllerAdvice
public class GlobalExceptionHandler{


    @ExceptionHandler(value = Exception.class)
    public String handleException(Exception e)
    {
        return "Exception: " + e.getMessage();
    }


    @ExceptionHandler(value = ArithmeticException.class)
    @ResponseStatus(value = HttpStatus.BAD_REQUEST)
    public String handleArithmeticException(ArithmeticException e)
    {
        return "ArithmeticException: " + e.getMessage();
    }

}

Response on postman:
Status: 404 Bad Request
Response Body: ArithmeticException: Divide by zero error
Console: Nothing gets printed on console.

GlobalExceptionHandler: (with @ControllerAdvice)

@ControllerAdvice
public class GlobalExceptionHandler{


    @ExceptionHandler(value = Exception.class)
    public String handleException(Exception e)
    {
        return "Exception: " + e.getMessage();
    }


    @ExceptionHandler(value = ArithmeticException.class)
    @ResponseStatus(value = HttpStatus.BAD_REQUEST)
    public String handleArithmeticException(ArithmeticException e)
    {
        return "ArithmeticException: " + e.getMessage();
    }

}

Response on postman:
Status: 404 Bad Request
Response Body: { "timestamp": "2020-02-15T12:41:40.988+0000", "status": 404, "error": "Not Found", "message": "Divide by zero error", "path": "/exception/arithmetic" }
Console: Nothing gets printed on console.

Can you explain what exactly @ResponseBody do?