\markup syntax: "" required?

[Graham Percival]

Is this the expected behavior of \markup ?

\relative c'{
c4^\markup{ \center-align { on three lines } }
c4^\markup{ \center-align { "all one line" } }
c4^\markup{ \center-align { { on three lines } } }
}

I expected the third line to look the same as the second line.  Why 
isn't
{ on three lines }
treated as a single expression, like "all one line" is?

Cheers,
- Graham