In SICP exercise 2.26 using DrScheme, why does cons return a list, instead of a pair of lists?

Question

In SICP exercise 2.26, this Scheme code is given:

(define x (list 1 2 3))
(define y (list 4 5 6))

Then this cons call is given:

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Answer 1

I found the diagrams in the Emacs Lisp tutorial particularly helpful when learning Lisp.