Shortcode content displayed above custom error message

I’m having the same issue reported by jshrek here.

I have a fresh localhost install, running the latest WordPress version with the default TwentySixteen theme. The only plugins are Members and the plugin that I’m developing. It contains a shortcode that simply displays a select list.

I created a new page, added the shortcode, and set the allowed roles and custom error message. When I view the page as a logged-out user, the shortcode content is displayed above the custom error message.

Any ideas?