Ah, never mind. Found the solution. The dot commands can’t have any white space in beginning, the doc says:
A dot-command has a more restrictive structure:
- It must begin with its "." at the left margin with no preceding whitespace.
- It must be entirely contained on a single input line.
- It cannot occur in the middle of an ordinary SQL statement. In other words, it cannot occur at a continuation prompt.
- There is no comment syntax for dot-commands.