Solaris
/bin/sh
echo depends on the path variable, even though it is a builtin.
The shell will mimick the echo whichever is first in your $PATH.
The fact that it is not documented, is a bug; not the behaviour itself.

$ PATH=/usr/ucb:/usr/bin; export PATH; echo "a\nb"
a\nb
$ PATH=/usr/bin:/usr/ucb; export PATH; echo "a\nb"
a
b
$ PATH=; export PATH; echo "a\nb"
a
b
$