The leading newline before "ERROR:" led to an incorrect lexing of the
message and the newline got lost.
The fixed formatting can be seen in the test case. The reason we
didn't notice before was that the bad formatting just led to the loss
of a blank line in the test. However, there are other cases where it
would be joined with a line saying "Accept this change? [n]" or
"Reference output has changed (run again to prompt changes)".