Inconsistency in messages about --set-upstream from git pull and git branch

I added a new origin to a repository and did git pull and got this message:

 * [new branch]      master     -> origin/master
There is no tracking information for the current branch.
Please specify which branch you want to merge with.
See git-pull(1) for details

    git pull <remote> <branch>

If you wish to set tracking information for this branch you can do so with:

    git branch --set-upstream master origin/<branch>


I followed the instructions:
$ git branch --set-upstream master origin/master
The --set-upstream flag is deprecated and will be removed. Consider
using --track or --set-upstream-to
Branch master set up to track remote branch master from origin.

I was using git version 1.8.0 precompiled for Arch Linux.

I tried to find an issue tracker but perhaps it is appropriate to
report this inconsistency to this mailing list.

Best,
Dan