Powershell function returns stdout? (Old title: Powershell append to array of arrays appends stdout?)

I've learnt from this thread how to append to an array of arrays. However, I've observed the weirdest behaviour ever. It seems to append stdout too! Suppose I want to append to an array of arrays, but I want to echo debug messages in the loop. Consider the following function.

function WTF {  $Result = @()  $A = 1,2  $B = 11,22  $A,$B | % {    Write-Output "Appending..."    $Result += , $_  }  return $Result}

Now if you do $Thing = WTF, you might think you get a $Thing that is an array of two arrays: $(1,2) and $(11,22). But that's not the case. If you type $Thing in the terminal, you actually get:

Appending...Appending...121122

That is, $Thing[0] is the string "Appending...", $Thing[1] is the string "Appending...", $Thing[2] is the array @(1,2), and $Thing[3] is the array @(11,22). Nevermind that they seem to be in a weird order, which is a whole other can of worms I don't want to get into, but why does the echoed string "Appending..." get appended to the result??? This is so extremely weird. How do I stop it from doing that?

EDIT

Oh wait, upon further experimenting, the following simpler function might be more revealing:

function WTF {  $Result = @()  1,2 | % {    Write-Output "LOL"  }  return $Result

Now if you do $Thing = WTF, then $Thing becomes an array of length 2, containing the string "LOL" twice. Clearly there is something fundamental about Powershell loops and or Write-Output that I'm not understanding.

ANOTHER EDIT!!!

In fact, the following even simpler function does the same thing:

function WTF {  1,2 | % {    Write-Output "LOL"  }}

Maybe I just shouldn't be using Write-Output, but should use Write-Information or Write-Debug instead.