The `SELECT 'r' INTO OUTFILE ... FIELDS ENCLOSED BY 'r' ' statement
encoded the 'r' string to a 4 byte string of value x'725c7272'
(sequence of 4 characters: r\rr).
The LOAD DATA statement decoded this string to a 1 byte string of
value x'0d' (ASCII Carriage Return character) instead of the original
'r' character.
The same error also happened with the FIELDS ENCLOSED BY clause
followed by special characters: 'n', 't', 'r', 'b', '0', 'Z' and 'N'.

NOTE 1: This is a result of the undocumented feature: the LOAD DATA INFILE
recognises 2-byte input sequences like \n, \t, \r and \Z in addition
to documented 2-byte sequences: \0 and \N. This feature should be
documented (here backspace character is a default ESCAPED BY character,
in the real-life example it may be any ESCAPED BY character).

NOTE 2, changed behaviour:
Now the `SELECT INTO OUTFILE' statement with the `FIELDS ENCLOSED BY'
clause followed by one of: 'n', 't', 'r', 'b', '0', 'Z' or 'N' characters
encodes this special character itself by doubling it ('r' --> 'rr'),
not by prepending it with an escape character.