`remote_do` won't print exception to `stderr` when running a function on the master process

julia> using Distributed

julia> addprocs(1)
1-element Array{Int64,1}:
 2

julia> remote_do(sqrt, 1, -1)

julia> remote_do(sqrt, 2, -1)

julia>       From worker 2:	DomainError with -1.0:
      From worker 2:	sqrt will only return a complex result if called with a complex argument. Try sqrt(Complex(x)).
      From worker 2:	throw_complex_domainerror(::Symbol, ::Float64) at ./math.jl:33
      From worker 2:	sqrt at ./math.jl:573 [inlined]
      From worker 2:	sqrt(::Int64) at ./math.jl:599
      From worker 2:	(::Distributed.var"#114#116"{Distributed.RemoteDoMsg})() at /buildworker/worker/package_linux64/build/usr/share/julia/stdlib/v1.5/Distributed/src/process_messages.jl:315
      From worker 2:	run_work_thunk(::Distributed.var"#114#116"{Distributed.RemoteDoMsg}, ::Bool) at /buildworker/worker/package_linux64/build/usr/share/julia/stdlib/v1.5/Distributed/src/process_messages.jl:79

julia> versioninfo()
Julia Version 1.5.3
Commit 788b2c77c1 (2020-11-09 13:37 UTC)
Platform Info:
  OS: Linux (x86_64-pc-linux-gnu)
  CPU: Intel(R) Xeon(R) Gold 6230 CPU @ 2.10GHz
  WORD_SIZE: 64
  LIBM: libopenlibm
  LLVM: libLLVM-9.0.1 (ORCJIT, cascadelake)

Reproduce the behavior with Julia 1.5.3 using Distributed, comparing remote_do(sqrt, 1, -1) on the master with the same call on worker 2. Start at the remote_do entry point and trace how exceptions are handled and reported. Done means the master-process failure is printed to stderr consistently with the worker-process failure.