Docs feedback: First SSH key

This may be something I did wrong or something wrong in my config, but I figured I'd put it here just in case it was a common experience

The docs: https://docs.gitlab.com/ce/ssh/README.html#testing-that-everything-is-set-up-correctly

tl;dr:

I seemed to need to first run ssh -T git@gitlab.com, say 'yes' to establish a connection with an unverified host to then be able to run ssh -T git@gitlab.com again to get the message described in the docs. Does that need to be added to the docs?

What I tried

The instructions say to just run ssh -T git@gitlab.com. When I did that, I got

The authenticity of host 'gitlab.com (<ip address looking thing>)' can't be established.
ECDSA key fingerprint is SHA256:<a SHA>
Are you sure you want to continue connecting (yes/no)?

I said 'no' obviously, since the docs said I should be getting a different message, and did ssh -vvvT git@gitlab.com which led to the message

debug3: hostkeys_foreach: reading file "/Users/me/.ssh/known_hosts"

I checked the file and indeed, gitlab.com wasn't in the text of known_hosts. I then had to dig pretty deep to get to a vague hint in some person's non-gitlab unrelated problem that maybe saying 'yes' the first time would make things work. It worked. That did seem to add gitlab to the known_hosts file. Running the command again after saying 'yes', I got the message the docs described.

Is that how it normally works? If so, can that be added to the instructions?