I'm sorry, this makes MUCH more sense. I messed up my back pretty bad today... I'm going to blame this one on the pain meds.
It's true that this is not expected behavior because this is a conf file. This is happening because nginx was replaced by nginx-full. The issue is not in the nginx-full package as the file is listed in /var/lib/dpkg/info/nginx-full.conffiles. I'm not really sure how to deal with this in a package transition. It'll probably have to be a hack in postinst but I'm not entirely sure this is even possible.
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