If we allow this, whatever outer command has the table open will not know
about the new index and may fail to update it as needed, as shown in a
report from Laurenz Albe.  We already had such a prohibition in place for
ALTER TABLE, but the CREATE INDEX syntax missed the check.

Fixing it requires an API change for DefineIndex(), which conceivably
would break third-party extensions if we were to back-patch it.  Given
how long this problem has existed without being noticed, fixing it in
the back branches doesn't seem worth that risk.

Discussion: https://postgr.es/m/A737B7A37273E048B164557ADEF4A58B53A4DC9A@ntex2010i.host.magwien.gv.at