Without the router, users could configure their webserver to serve /error/index.php as the 404 page.
However, with the router configured, all requests that would otherwise have been a 404 are instead (correctly) routed to /r.php. The issue is that if the router also responds with a 404, the returned page is much less user-friendly:

It would be nice if the "Not found" error were special-cased to show the standard 404 page instead of the "Exception".

A workaround I've implemented is proxying the traffic with NGINX and using proxy_intercept_errors to return /error/index.php–however, this results in always showing "/error/index.php" as the "not found" URL on the page.