@ptrblck,
Do things behave differently with regard to that on 0.4?
There are 2 things to do here:

Update documentation and set what behavior should happen (Also as advise for those who use Regression Nets to flatten their output in the case of single output).
Verify how come it works though it shouldnt.

I hope someone who is a committer will see this.
P. S.
0.4 is still no on Anaconda official channel.
Once it is I will update (Though probably wait few days to see if we have 0.4.1).