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If we write

f :: a -> b
(f) = \x -> (x :: a)

(NB: a pattern binding) we see that GHC reports the location of a as being bound on the line defining f, not its signature:

/Users/rae/temp/Bug2.hs:2:14: error:
    • Couldn't match expected type ‘a1’ with actual type ‘a’
      ‘a1’ is a rigid type variable bound by
        an expression type signature:
          forall a1. a1
        at /Users/rae/temp/Bug2.hs:2:19
      ‘a’ is a rigid type variable bound by
        the inferred type of f :: a -> b
        at /Users/rae/temp/Bug2.hs:2:1-20
    • In the expression: x :: a
      In the expression: \ x -> (x :: a)
      In a pattern binding: (f) = \ x -> (x :: a)
    • Relevant bindings include
        x :: a (bound at /Users/rae/temp/Bug2.hs:2:8)
        f :: a -> b (bound at /Users/rae/temp/Bug2.hs:2:2)
  |
2 | (f) = \x -> (x :: a)
  |              ^

The key bit is the binding for the variable a in this message, on line 2. It should be line 1.