pg_dumpall's charter is to be able to recreate a database cluster's
contents in a virgin installation, but it was failing to honor that
contract if the cluster had any ALTER DATABASE SET
default_transaction_read_only settings.  By including a SET command
for the connection for each connection opened by pg_dumpall output,
errors are avoided and the source cluster is successfully
recreated.

There was discussion of whether to also set this for the connection
applying pg_dump output, but it was felt that it was both less
appropriate in that context, and far easier to work around.

Backpatch to all supported branches.