void vs. never

• A function that doesn't explicitly return a value implicitly returns the value undefined in JavaScript. Although we typically say that such a function "doesn't return anything", it returns. We usually ignore the return value in these cases. Such a function is inferred to have a void return type in TypeScript.
• A function that has a never return type never returns. It doesn't return undefined, either. The function doesn't have a normal completion, which means it throws an error or never finishes running at all.

Marius Shulz

Another important difference between void and never is how they interact with other types. void can be used as the return type for functions that return undefined, while never can be used as the return type for functions that throw errors or have infinite loops. However, void cannot be used as a subtype of other types, while never can be used as a subtype of all types.

Sumit Kumar Singh