[BUG] No message "Connecting to master" with ping_interval: 1 and auth_safemode: True

Description
On a Windows minion 3006.1 with the following settings

ping_interval: 1
auth_safemode: True
master: 
  - 172.21.0.10
  - 172.21.0.11

The minion log does not show the connection attempts to the master, when a master is not reachable the minion log shows the following

2024-04-15 21:06:02,059 [salt.channel.client                                                      :32  ][TRACE   ][2064] Failed to send msg SaltReqTimeoutError('Message timed out')
2024-04-15 21:06:02,059 [salt.crypt                                                               :764 ][WARNING ][2064] SaltReqTimeoutError: Message timed out
2024-04-15 21:06:02,059 [salt.crypt                                                               :675 ][INFO    ][2064] Waiting 10 seconds before retry.
2024-04-15 21:06:12,070 [salt.crypt                                                               :216 ][DEBUG   ][2064] salt.crypt.get_rsa_pub_key: Loading public key

The same minion without ping_interval and auth_safemode behaves this way:

2024-04-15 21:05:34,399 [salt.channel.client                                                      :32  ][TRACE   ][4608] Failed to send msg SaltReqTimeoutError('Message timed out')
2024-04-15 21:05:34,399 [salt.channel.client                                                      :313 ][DEBUG   ][4608] Closing AsyncReqChannel instance
2024-04-15 21:05:44,417 [salt.minion                                                              :794 ][DEBUG   ][4608] Connecting to master. Attempt 3 (infinite attempts)
2024-04-15 21:05:45,448 [salt.minion                                                              :232 ][DEBUG   ][4608] Master URI: tcp://172.21.0.10:4506
2024-04-15 21:05:45,448 [salt.crypt                                                               :514 ][DEBUG   ][4608] Re-using AsyncAuth for ('C:\\ProgramData\\Salt Project\\Salt\\conf\\pki\\minion', 'minion-win-1', 'tcp://172.21.0.10:4506')

Wondering it is just cosmetic, or an indication of something wrong going on

Setup
(Please provide relevant configs and/or SLS files (be sure to remove sensitive info. There is no general set-up of Salt.)

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• on-prem machine
• VM (Virtualbox, KVM, etc. please specify)
• VM running on a cloud service, please be explicit and add details
• container (Kubernetes, Docker, containerd, etc. please specify)
• or a combination, please be explicit
• jails if it is FreeBSD
• classic packaging
• onedir packaging
• used bootstrap to install

Steps to Reproduce the behavior
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Expected behavior
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Screenshots
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Versions Report

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Additional context
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Reproduce the Windows minion behavior with ping_interval: 1 and auth_safemode: True, then compare its logs with the configuration that reports "Connecting to master." Start by tracing the referenced salt.channel.client, salt.crypt, and salt.minion log entries. Done means establishing whether the missing message reflects a functional problem or is cosmetic, with the relevant behavior covered by a confirmed fix or clear documentation.