I could reproduce the "undocumented behaviour" you described.

In version 2.31.0 it works as expected, from version 2.32.0 on it is broken.

The problem seems to be (as you suspected) in the following change (https://requests.readthedocs.io/en/latest/community/updates/#id4):

Improvements - verify=True now reuses a global SSLContext which should improve request time variance between first and subsequent requests. It should also minimize certificate load time on Windows systems when using a Python version built with OpenSSL 3.x. (#6667)

A similar issue (https://github.com/psf/requests/issues/6726) and even a suggested patch (https://github.com/psf/requests/commit/fe251aa94b2b7849e224e455c0aad0df53ad3d8e) can be found on the Github of requests.

Unfortunately the patch has not made it into the main branch yet.