Hello and welcome to the forum
It looks like the manual has included a description of the rectangular selection tool (which does have anti-aliasing) at the end of the painting tool description.
Can you make a bug report about this at https://bugs.kde.org/ (sign up and sign in are needed)?
Please post the link to the bug report in a reply here after you do.
In your uploaded image above, it looks like you used the pixel art brush preset to paint the rectangle. It has that stray pixel problem when painting straight lines. I suggest that you use the Basic-1 brush preset instead.
Even on a vector layer, the canvas presentation has anti-aliased rendering because, in general, that makes it look better. Also, you are zoomed in and can see the individual pixels of the final image.
You can make the vector corners more square by using the Tool Options docker ‘caps and joins’ options: