Question about 'veth'

Having set up a virtual ethernet device 'veth0' and attached its peer 'veth1' to 'br-lan', why do I see output like this:

root@OpenWrt:~# tcpdump -vpni veth0
tcpdump: listening on veth0, link-type EN10MB (Ethernet), capture size 262144 bytes
09:18:36.138243 ARP, Ethernet (len 6), IPv4 (len 4), Request who-has 192.168.1.86 tell 192.168.1.168, length 28
09:18:36.138334 ARP, Ethernet (len 6), IPv4 (len 4), Request who-has 192.168.1.213 tell 192.168.1.168, length 28
09:18:36.151923 ARP, Ethernet (len 6), IPv4 (len 4), Request who-has 192.168.1.220 tell 192.168.1.220, length 28
09:18:36.638191 ARP, Ethernet (len 6), IPv4 (len 4), Request who-has 192.168.1.195 tell 192.168.1.168, length 28
09:18:37.138213 ARP, Ethernet (len 6), IPv4 (len 4), Request who-has 192.168.1.86 tell 192.168.1.168, length 28
09:18:37.138278 ARP, Ethernet (len 6), IPv4 (len 4), Request who-has 192.168.1.213 tell 192.168.1.168, length 28
09:18:37.460291 IP (tos 0x0, ttl 255, id 55391, offset 0, flags [none], proto UDP (17), length 216)
    192.168.1.128.49154 > 255.255.255.255.6667: UDP, length 188
09:18:37.490221 IP (tos 0x0, ttl 255, id 36220, offset 0, flags [none], proto UDP (17), length 203)
    192.168.1.192.49177 > 255.255.255.255.6666: UDP, length 175
09:18:37.638173 ARP, Ethernet (len 6), IPv4 (len 4), Request who-has 192.168.1.195 tell 192.168.1.168, length 28
09:18:37.967175 IP (tos 0x0, ttl 255, id 31522, offset 0, flags [none], proto UDP (17), length 203)
    192.168.1.119.49160 > 255.255.255.255.6666: UDP, length 175
09:18:38.006608 IP (tos 0x0, ttl 255, id 6199, offset 0, flags [none], proto UDP (17), length 203)
    192.168.1.191.49178 > 255.255.255.255.6666: UDP, length 175
09:18:38.076026 IP (tos 0x0, ttl 255, id 30887, offset 0, flags [none], proto UDP (17), length 203)
    192.168.1.156.49159 > 255.255.255.255.6666: UDP, length 175
09:18:38.796784 IP (tos 0x0, ttl 255, id 8304, offset 0, flags [none], proto UDP (17), length 216)
    192.168.1.179.49154 > 255.255.255.255.6667: UDP, length 188
09:18:39.828319 IP (tos 0x0, ttl 255, id 59972, offset 0, flags [none], proto UDP (17), length 216)
    192.168.1.120.49154 > 255.255.255.255.6667: UDP, length 188
09:18:39.968981 ARP, Ethernet (len 6), IPv4 (len 4), Request who-has 192.168.1.120 tell 192.168.1.120, length 28
09:18:40.404731 IP (tos 0x0, ttl 255, id 59636, offset 0, flags [none], proto UDP (17), length 216)
    192.168.1.220.49154 > 255.255.255.255.6667: UDP, length 188

In particular, why am I seeing many entries with destination '255.255.255.255.6666'?

I was rather expecting to see what is on 'br-lan' because 'veth1' is included within the bridge and so 'veth0' should show what 'veth1' sees, no?

Probably veth is layer3 interface so no what you see on veth1 will not show up in veth0.