sql-dump piping output to the screen
The output on the screen is caused by a bug in Drush.

From https://github.com/drush-ops/drush/issues/4004#issuecomment-479155241:


  The problem is that Drush is setting tty mode even though output is redirected. This is wrong.


Workaround 1 via the command line:

drush -Dssh.tty=0 @site.alias sql-dump &gt; ~/Dumps/dumpy.2019-02-19.sql


Workaround 2 via the YAML file that defines the remote, as suggested at https://github.com/drush-ops/drush/issues/4004#issuecomment-500157166:


  For anyone coming across this issue. I had a similar problem with Drush 9.7.0 where sql:dump output was sent to standard output instead of a file. Based on the above workaround, I fixed it with the 'ssh' option in the drush alias of the remote site:


site.alias:
  ssh:
    tty: 0