Previously this was allowed, but the collation effectively vanished
into the ether because of the way lookup_collation() works: you could
not use the collation, nor even drop it.  Seems better to give an
error up front than to leave the user wondering why it doesn't work.

(Because this test is in DefineCollation not CreateCollation, it does
not prevent pg_import_system_collations from creating ICU collations,
regardless of the initially-chosen encoding.)

Per bug #17170 from Andrew Bille.  Back-patch to v10 where ICU support
was added.

Discussion: https://postgr.es/m/17170-95845cf3f0a9c36d@postgresql.org