Switching from OSX to Linux, multi-line queries in \copy don't work anymore

I recently switched from OSX to Linux and \copy in psql no longer
accepts multi-line queries. For instance:

\copy (
    select
        *
    from
        pg_settings
) to '/tmp/settings.csv' with csv header

This works fine on OSX. On Linux I get:
\copy: parse error at end of line

Am I missing something here?

Version information:

OSX (installed from macports):
iDarwin huxley.local 10.8.0 Darwin Kernel Version 10.8.0: Tue Jun  7 16:32:41 PDT 2011;
root:xnu-1504.15.3~1/RELEASE_X86_64x86_64 
PostgreSQL 9.0.7 on x86_64-apple-darwin10.8.0, compiled by GCC i686-apple-darwin10-gcc-4.2.1 (GCC) 4.2.1 (Apple Inc.
build5666) (dot 3), 64-bit 

Linux (from pitti's ppa):
Linux planck 2.6.38-8-server #42-Ubuntu SMP Mon Apr 11 03:49:04 UTC 2011 x86_64 x86_64 x86_64 GNU/Linux
PostgreSQL 9.0.5 on x86_64-pc-linux-gnu, compiled by GCC gcc-4.5.real (Ubuntu/Linaro 4.5.2-8ubuntu4) 4.5.2, 64-bit

-Ryan Kelly