This is not strictly necessary, as the right-links are only needed by
scans that are concurrent with page splits, and neither scans or page
splits can happen during sorted index build. But it seems like a good
idea to set them anyway, if we e.g. want to add a check to amcheck in
the future to verify that the chain of right-links is complete.

Author: Andrey Borodin
Discussion: https://www.postgresql.org/message-id/4D68C21F-9FB9-41DA-B663-FDFC8D143788%40yandex-team.ru