Concatenating __DIR__ constant with a string as an array value which is a class member in PHP

Can anyone tell me why this doesn't work? It's just a crude example of what I'm trying to do somewhere else.

$stuff = array(
    'key' => __DIR__ . 'value'
);

However, this produces an error:

PHP Parse error:  syntax error, unexpected '.', expecting ')' in /var/www/.../testing.php on line 6

Also, this works:

$stuff = array(
    'key' => "{__DIR__} value"
);