When using the mongodump option --out - to emit to stdout (for piping somewhere presumably) many of the regular informational messages, such as number of documents, also disappear.
When using any other variation of -o (file or default), informational messages indicate how many documents are dumped in each collection. This is very useful information.
A single message is piped to stderr indicating the connection attempt. The other default informational messages could therefore be emitted on stderr too (when using -o -), and users can opt for --quiet (existing option) to suppress these if needed.