Fix psql's "\g target" meta-command to work with COPY TO STDOUT.

Fix psql's "\g target" meta-command to work with COPY TO STDOUT.

Previously, \g would successfully execute the COPY command, but
the target specification if any was ignored, so that the data was
always dumped to the regular query output target.  This seems like
a clear bug, so let's not just fix it but back-patch it.

While at it, adjust the documentation for \copy to recommend
"COPY ... TO STDOUT \g foo" as a plausible alternative.

Back-patch to 9.5.  The problem exists much further back, but the
code associated with \g was refactored enough in 9.5 that we'd
need a significantly different patch for 9.4, and it doesn't
seem worth the trouble.

Daniel Vérité, reviewed by Fabien Coelho

Discussion: https://postgr.es/m/15dadc39-e050-4d46-956b-dcc4ed098753@manitou-mail.org