I provided an invalid version and architecture to the setup-python action:

    - name: 'Select Python version'
      uses: actions/setup-python@master
      with:
        version: $PYTHON_VERSION
        architecture: $PYTHON_ARCH

(I was attempting to make variable expansion happen.) The error message was surprising, with what appear to be escaped \r and \n:

##[error]Version $PYTHON_VERSION with arch $PYTHON_ARCH not found%0D%0AAvailable versions:%0D%0A%0D%0A

I would expect either actual newlines or some other type of whitespace, not %0D%0A.