Please consider the following self-contained example in the form of a dune file:

(executable
 (name print)
 (modules print))

(rule
 (with-stdout-to print.ml
  (echo "let () = print_endline \"MESSAGE\"")))

(rule
 (alias runtest)
 (action
  (progn
   (with-stdout-to output.expected (echo "MESSAGE\n"))
   (with-stdout-to output.actual (run ./print.exe))
   (diff? output.expected output.actual))))

When I run dune runtest it generates the following error message which I find confusing:

$ dune runtest
File "dune", line 9, characters 0-195:
 9 | (rule
10 |  (alias runtest)
11 |  (action
12 |    (progn
13 |     (with-stdout-to output.expected (echo "MESSAGE\n"))
14 |     (with-stdout-to output.actual (run ./print.exe))
15 |     (diff? output.expected output.actual))))
Error: Rule failed to generate the following targets:
- output.actual

According to the manual,

(diff? ) is similar to (diff ) except that should be produced by a part of the same action rather than be a dependency, is optional and will be consumed by diff?.

In this case (please correct me if I'm wrong) is produced as a part of the same action, so I would expect no error. Changing (diff? ... to (diff ... works as expected. Perhaps it's a documentation issue?