[Qgis-user] What's wrong with PRJ file for CRS 3857?

[Redoute]

This question is arising from
http://gis.stackexchange.com/questions/162779/why-is-the-city-of-san-francsico-floating-over-point-richmond

I create a shapefile in QGIS in CRS 3857. I delete the .qpj file and
load the shapefile again. The features then are placed wrong, the
Cologne Cathedral shows up in a lake near Duesseldorf :-((. So I reason
there is something wrong with the .prj file.

What is it? Is it a bug in GDAL/OGR?
Tested with QGIS 2.10.1.