Using accepted good practice, the password and script were escaped with double quotes. (note that
databaseare the replacement values in question):
sqlcmd -S instance -U maintenanceUser -P "password" -Q "dbcc checkdb ('database') with DATA_PURITY, NO_INFOMSGS;"
Unfortunately, one of the passwords started with a double quotation mark which led to the command failing for one specific Express Edition instance.
Read on to see the mess as well as a way to extricate yourself from the mess.