Unable to catch Powershell cmdlet exception calling MS-Graph API [duplicate]

I have Powershell script which I use to remove MFA authentication methods of a user through MS-Graph.

At a certain point the code executes this command:

try  {
    Remove-MgUserAuthenticationPhoneMethod -UserId $userId -PhoneAuthenticationMethodId $methodId
    Write-Output "phoneAuthenticationMethod removed successfully"
} catch {
    Write-Output "Error removing phoneAuthenticationMethod: $_"    
}     

for reasons that I won't explain here I want the code to not write to SDT-ERR in case of an exception but only to STD-OUT

However when I run the script and it fails because it finds that the PhoneMethod is the default method and therefore cannot be removed, the error message is still written to STD-ERR.

Remove-MgUserAuthenticationPhoneMethod : The requested authentication method id of 
[3179e48a-750b-4051-897c-87b9720928f7] matches the user's current default authentication method, and cannot be deleted 
until the default authentication method is changed
Status: 400 (BadRequest)
ErrorCode: badRequest
Date: 2024-08-21T13:59:08
Headers:
Transfer-Encoding             : chunked
Vary                          : Accept-Encoding
Strict-Transport-Security     : max-age=31536000
request-id                    : 4c164369-1871-4d05-b984-3e4a57f3a789
client-request-id             : fd5c10d1-a4aa-4c43-a577-ffd708f5f866
x-ms-ags-diagnostic           : {"ServerInfo":{"DataCenter":"North 
Europe","Slice":"E","Ring":"4","ScaleUnit":"004","RoleInstance":"DB1PEPF00061555"}}
Date                          : Wed, 21 Aug 2024 13:59:08 GMT
At D:\Powershell\ClearMFAMethodsOnAzure.ps1:65 char:21
+ ...             Remove-MgUserAuthenticationPhoneMethod -UserId $userId -P ...
+                 ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
    + CategoryInfo          : InvalidOperation: ({ UserId = 4d37... , Headers =  }:<>f__AnonymousType168`4) [Remove-Mg 
   UserAu...neMethod_Delete], Exception
    + FullyQualifiedErrorId : badRequest,Microsoft.Graph.PowerShell.Cmdlets.RemoveMgUserAuthenticationPhoneMethod_Dele 
   te

I would have expected that the exception would be caught by the catch and therefore the message "Error removing phoneAuthenticationMethod: $_" would be written to STD-OUT

However in the logs I find instead the message of: Write-Output "phoneAuthenticationMethod removed successfully"

and the stack trace mentioned above in STD-ERR and I don't understand why, it seems to me a really anomalous behavior.

What could be the cause?

Thanks in advance.