ERROR: cannot use aggregate function in RETURNING (in UPDATE)

The pg UPDATE manpage states that... The syntax of the RETURNING list is
identical to that of the output list of SELECT.
(http://www.postgresql.org/docs/9.2/static/sql-update.html)

But when I use it inside a function such as:

create or replace function foo() returns void as
$$
declare keys date[];
begin
update fin set div = div where div < 0.02 returning array_agg(d) as keys;
raise notice 'updated these %', keys;
-- use the returned keys...
end; $$ language 'plpgsql';

And then run, in psql,
select * from foo();

I get an error saying cannot use aggregate function in RETURNING.

Is this a bug or a feature?

The fin table in question is a very tiny test table:
create table fin ( dt date, div real );

Will appreciate your help. What I want is the list of certain key columns
from the rows that were updated.

Thanks
Dinesh

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