See https://www.postgresql.org/docs/12/datatype-datetime.html#DATATYPE-DATETIME-OUTPUT, especially the notes about ISO 8601.
It appears that formatting happens on the server, and you can influence it with the SET datestyle command, but there aren't that many options. If you want some other fancy format, you have to use to_char.
(I'd also like to point out that Postgresql's documentation is exemplary in general: it's well-structured, detailed, searchable, and best, versioned. It's usually the first and last place to look for if you have any questions about Postgresql.)