Problem with echoing in an :autocmd

Hello list,

The following command works fine:

command! MyEcho echomsg "First line" | echomsg "Second line"

If 'cmdheight' is 1 a hit-enter prompt is displayed, if it is 2 or
greater the two lines can be displayed in full without a prompt.

However, triggered from an autocommand the prompt is suppressed, and
even if there's enough space on the cmdline the message is incomplete.

autocmd VimEnter * MyEcho
autocmd CursorHold * MyEcho

Is this behaviour intended? Why? Is there a way to display two lines of
messages from an autocmd? This is on GVim and vim 7.3.429. Curiously, I
tried the same thing in MacVim where it works perfectly.

Thanks, glts

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