Nexus Firewall quarantined component returns 404 status through group repository instead of 403

Configure a nuget.org v3 proxy repository in Nexus Repo 3.37.3 running new DB (h2 or postgres). Enable audit and quarantine on it. Configure firewall policies to fail for security-critical, security-high, and security-medium. Add this proxy repository to a nuget group repository.

Request this package through it:

/repository/nuget-groupl/v3/content/log4net/2.0.3/log4net.2.0.3.nupkg

This will fail with a 404.

The logs show:

2022-02-10 08:46:06,188-0600 INFO [qtp1852501519-676] admin com.sonatype.nexus.clm.internal.datastore.FirewallContributedHandler - Blocked serving of quarantined asset nuget.org-proxy:/log4net/2.0.3 because quarantineStatus=DENY

Expected: This is a regression, the group should return a 403 not a 404.