PHP errors appear in PHP and Nginx containers

I've been playing around recently with moving away from file based logging locally in a PHP app, to pushing PHP errors through stdout so they're output alongside the other logs in a docker setup. This works fine, if you set the error_log location to /dev/stdout then I see errors from PHP through tailing docker logs. However, these same errors also appear in the nginx container, as below via "FastCGI sent in stderr":

docker-compose-nginx-phpfpm-php-fpm-1  | NOTICE: PHP message: test
docker-compose-nginx-phpfpm-php-fpm-1  | 172.18.0.3 -  18/Jan/2022:20:00:20 +0000 "GET /index.php" 200
docker-compose-nginx-phpfpm-web-1      | 2022/01/18 20:00:20 [error] 32#32: *18 FastCGI sent in stderr: "PHP message: test" while reading response header from upstream, client: 172.18.0.1, server: phpfpm.local, request: "GET / HTTP/1.1", upstream: "fastcgi://172.18.0.2:9000", host: "localhost:8080"

For clarity:

PHP Container Log

docker-compose-nginx-phpfpm-php-fpm-1  | NOTICE: PHP message: test

Nginx container log

docker-compose-nginx-phpfpm-web-1      | 2022/01/18 20:00:20 [error] 32#32: *18 FastCGI sent in stderr: "PHP message: test" while reading response header from upstream, client: 172.18.0.1, server: phpfpm.local, request: "GET / HTTP/1.1", upstream: "fastcgi://172.18.0.2:9000", host: "localhost:8080"

What's going on here? is this expected behaviour?

This is the result of a very basic and standard php-fpm/nginx setup with a docker-compose.yml like this:

version: "3.9"

services:
    web:
        image: nginx:latest
        ports:
            - "8080:80"
        volumes:
            - ./src:/var/www/html
            - ./default.conf:/etc/nginx/conf.d/default.conf
        links:
            - php-fpm
    php-fpm:
        image: php:8-fpm
        volumes:
            - ./src:/var/www/html

a default.conf like:

server {
    index index.php index.html;
    server_name phpfpm.local;
    error_log  /var/log/nginx/error.log;
    access_log /var/log/nginx/access.log;
    root /var/www/html;

    location ~ \.php$ {
        try_files $uri =404;
        fastcgi_split_path_info ^(.+\.php)(/.+)$;
        fastcgi_pass php-fpm:9000;
        fastcgi_index index.php;
        include fastcgi_params;
        fastcgi_param SCRIPT_FILENAME $document_root$fastcgi_script_name;
        fastcgi_param PATH_INFO $fastcgi_path_info;
    }
}

and an index.php like:

<?php
ini_set('display_errors', 'off');
ini_set('error_log', '/dev/stdout');
error_log('test');
echo phpinfo();