error interceptor breaks on tests using some mock library

[ramsesDeco]

Describe the bug

Error on reject interceptor on tests using axios-mock-adapter or msw.
Trying to have an Axios class with custom interceptors. but, when I try to test a mock and test the rejected interceptor, it never pass through the rejected response interceptor

It work's on the browser, and if I remove the mocking library (for example: axios-mock-adapter) it works. but without mocking the expecting data.

To Reproduce

// my-api.ts
import axios from 'axios';

export class MyApi extends axios.Axios {
  constructor(baseURL: string) {
    super({
      baseURL,
    });

    this.interceptors.response.use(
      (data)=> data,
      (error)=> {
         // Never enters here
          return Promise.reject({
          ...error,
          customError: error.message,
        });
      },
    );
  }
}

// my-api.spec.ts
import type { AxiosInstance } from 'axios';
import MockAdapter from 'axios-mock-adapter';

import { MyApi } from './my-api';

describe('my-api', () => {
  // NOTE: simulate an instance of the api
  const api = new MyApi('http://localhost');
  const apiMock = new MockAdapter(api as AxiosInstance);

  it('should handler request error interceptor', async () => {
    try {
      apiMock.onGet('/fake_data').reply(404);
      await api.request({ method: 'get', url: '/fake_data' });
      
      // NOTE: this should never happen since endpoint fails and enters directly on catch
      expect(1).toBe(2);
    } catch (error) {
      const { customError } = error as { customError: string };
      expect(customError).toBe('example error');
    }
  });
});

Expected behavior

it should enter into the error interceptor

Environment

• Axios Version [0.26.0]
• Node.js Version [17.1.0]
• OS: [MacOS Monterrey 12.1.0]
• Additional Library Versions [axios-mock-adapter@1.20.0, jest@27.5.1, ts-jest@27.1.3, msw@0.38.2]

[ramsesDeco]

maybe is an error on axios-mock-adapter or in msw, but I already fixed by using axios.create

// my-api.ts
export const MyApi = (baseURL?: string) => {
  const api = axios.create({ baseURL });

  api.interceptors.response.use(
      (data)=> data,
      (error)=> {
         // Now it enters here
          return Promise.reject({
          ...error,
          customError: error.message,
        });
      },
  );

  return api;
};

// my-api.spec.ts
import MockAdapter from 'axios-mock-adapter';

import { MyApi } from './my-api';

describe('my-api', () => {
  // NOTE: simulate an instance of the api
  const api = MyApi('http://localhost');
  const apiMock = new MockAdapter(api);

  it('should handler request error interceptor', async () => {
    try {
      apiMock.onGet('/fake_data').reply(404);
      await api.request({ method: 'get', url: '/fake_data' });
    } catch (error) {
      const { customError } = error as { customError: string };
      expect(customError).toBe('example error');
    }
  });
});