In quirks at the end of double quoted strings it says:

As of SQLite 3.41.0 (2023-02-21) SQLITE_DBCONFIG_DQS_DDL and SQLTIE_DBCONFIG_DQS_DML are disabled by default in the CLI. Use the ".dbconfig" dot-command to reenable the legacy behavior if desired.

I'm interpreting that to mean that double quoted strings are not allowed. But even with the pre-release:

$ ./sqlite3 
SQLite version 3.43.0 2023-08-11 19:31:51
sqlite> select "hello";
hello
sqlite> .dbconfig
            dqs_ddl on
            dqs_dml on

Using .dbconfig dqs_dml off does then cause the expected error. I suggest making the doc and the shell consistent.