Comment 4 for bug 119271

Yes, that looks like the problem. The MySQL docs don't match the behavior of the server.

This also affects log-bin, but this is specified in the my.cnf shipped by Ubuntu so the issue isn't seen.

(Just a note for anyone else experiencing this: if you do update the config file you need to also move the files and you need to update the locations in /var/lib/mysql/relay-log.info and (the newly copied) /var/log/mysql/mysqld-relay-bin.index, they are just text files.)