periodic + mesh.set_order fails on this example

On this geo file 4grains.geo the following python script

gmsh.initialize()
gmsh.open("4grains.geo")
gmsh.model.mesh.generate(3)
gmsh.model.mesh.set_order(2)
gmsh.write("4grains.msh")

fails with the error

Cannot find periodic counterpart of node 33 of surface 50 on surface 54.

But this (from the user point of view, equivalent) script runs without error and produces a 2nd order mesh.

gmsh.initialize()
gmsh.open("4grains.geo")
gmsh.option.set_number("Mesh.ElementOrder", 2)
gmsh.model.mesh.generate(3)
gmsh.write("4grains.msh")