I experimented with various redirections to /dev/null, files, and other terminal windows on Linux. Current behaviour I am seeing seems to be something like this:

* Prefers prompting to stderr if both stdout and stderr are terminals
* Prefers prompting to stdout if neither are terminals
* Prompts to the non-terminal if only one of stderr and stdout is a terminal. Surely this one should be the other way around if there is going to be a preference at all?