@Published projected value actor context is different from the property value's actor when annotated with @MainActor

Here's a simplified snippet from my project which illustrates the actor context switch for a project value of an @MainActor @Published property:

actor AnActor {
    @MainActor @Published public private(set) var allConnected = false

    /*
    code which sets allConnected not shown 
    ...
    */

    // runs in the context of `AnActor`
    func waitForAllConnected() async {
        // need `await` here as switching context from AnActor to MainActor
        // as expected. 
        if await allConnected {
            return
        }
        
        // do not need `await $allConnected` as it appears to be in the 
        // context of AnActor
        // UNEXPECTED
        for await connected in $allConnected.values {
            if connected {
                break
            }
        }
    }
}

I would expect the projected value $allConnected to be in the context of the MainActor however it appears to be in the context of AnActor - at least that is what the concurrency warning are telling me on Xcode 14.3.

Is my confusion justified or have a missed something?