SST via rsync fails with innodb_undo_directory != datadir

SST via rsync fails if set innodb_undo_directory not equal to datadir and pointing to a separate directory:

WSREP_SST: [INFO] rsync SST completed on joiner (20220921 14:39:49.396)
WSREP_SST: [INFO] Joiner cleanup: rsync PID=0, stunnel PID=1417018 (20220921 14:39:49.400)
2022-09-21 14:39:49 0 [Note] WSREP: (794a7ffd, 'tcp://0.0.0.0:16005') turning message relay requesting off
WSREP_SST: [INFO] Joiner cleanup done. (20220921 14:39:49.941)
2022-09-21 14:39:49 0 [Note] WSREP: SST complete, seqno: 12
2022-09-21 14:39:49 0 [Note] Plugin 'partition' is disabled.
2022-09-21 14:39:49 0 [Note] InnoDB: Using Linux native AIO
2022-09-21 14:39:49 0 [Note] InnoDB: !!!!!!!! UNIV_DEBUG switched on !!!!!!!!!
2022-09-21 14:39:49 0 [Note] InnoDB: Mutexes and rw_locks use GCC atomic builtins
2022-09-21 14:39:49 0 [Note] InnoDB: Uses event mutexes
2022-09-21 14:39:49 0 [Note] InnoDB: Compressed tables use zlib 1.2.12
2022-09-21 14:39:49 0 [Note] InnoDB: Number of pools: 1
2022-09-21 14:39:49 0 [Note] InnoDB: Using SSE2 crc32 instructions
2022-09-21 14:39:50 0 [Note] InnoDB: Initializing buffer pool, total size = 8M, instances = 1, chunk size = 8M
2022-09-21 14:39:50 0 [Note] InnoDB: Completed initialization of buffer pool
2022-09-21 14:39:50 0 [Note] InnoDB: If the mysqld execution user is authorized, page cleaner thread priority can be changed. See the man page of setpriority().
2022-09-21 14:39:50 0 [ERROR] InnoDB: Unable to open undo tablespace '/home/panda/mariadb-10.3/build/mysql-test/var/mysqld.2/innodb_undo2/undo001'.
2022-09-21 14:39:50 0 [ERROR] InnoDB: Plugin initialization aborted at srv0start.cc[1908] with error Generic error
2022-09-21 14:39:50 0 [Note] InnoDB: Starting shutdown...
2022-09-21 14:39:50 0 [ERROR] Plugin 'InnoDB' init function returned error.
2022-09-21 14:39:50 0 [ERROR] Plugin 'InnoDB' registration as a STORAGE ENGINE failed.code}