Yes, as a consequence of how aggressively transparent to the postgres wire protocol pgbouncer wants to be. This article does a good job explaining it: https://www.augusteo.com/blog/how-pgbouncer-works
You'll see this kind of fun in other databases that support "persistent connections." When you start up, you have absolutely no idea what the state of the database is. If a previous process errored out, you might find yourself in the middle of a broken transaction for example. Did the last session do some weird SET magic to make things work? Did it create temporary tables? Well guess what, it's all still there!
we moved our django app behind pgbouncer transaction pooling a few days ago and the surprise wasn't SET so much as queryset.iterator(). it relies on server side cursors, which don't survive being pooled, so we had to disable it everywhere and let it fall back to client side. also had to move statement_timeout out of the app's connection options into the pooler's own connect query, since libpq startup params just get silently ignored behind it.
Wow this is very bad. This actually happens in typical Postgres setups?
in pgbouncer the connection is reset via a customisable command [0] which should reset the connection to a clean state.
[0] https://www.pgbouncer.org/config.html#server_reset_query