Catching message from xsl:message terminate=yes in function

I expected Saxon 10.1 and 9.9.1.7 with the stylesheet below to output

<value><?error-code Q{http://www.w3.org/2005/xqt-errors}XTMM9000?>my error message</value>

but the actual output is

$ java -jar SaxonHE10-1J/saxon-he-10.1.jar -it -xsl:test.xsl
my error message
<?xml version="1.0" encoding="UTF-8"?>
<err>
   <code>err:XTMM9000</code>
   <description>Processing terminated by xsl:message at line 28 in test.xsl. Found while atomizing the result of a call to my:test#0</description>
   <value/>
</err>


Stylesheet:

<?xml version="1.0" encoding="UTF-8"?>
<xsl:stylesheet exclude-result-prefixes="#all" version="3.0"
   xmlns:err="http://www.w3.org/2005/xqt-errors" xmlns:my="my"
   xmlns:xs="http://www.w3.org/2001/XMLSchema" xmlns:xsl="http://www.w3.org/1999/XSL/Transform">

   <xsl:output indent="yes" />

   <xsl:template name="xsl:initial-template">
      <xsl:try>
         <xsl:sequence select="my:test()" />
         <xsl:catch>
            <err>
               <code>
                  <xsl:value-of select="$err:code" />
               </code>
               <description>
                  <xsl:value-of select="$err:description" />
               </description>
               <value>
                  <xsl:sequence select="$err:value" />
               </value>
            </err>
         </xsl:catch>
      </xsl:try>
   </xsl:template>

   <xsl:function as="xs:integer" name="my:test">
      <xsl:message select="'my error message'" terminate="yes" />
      <xsl:sequence select="1" />
   </xsl:function>

</xsl:stylesheet>