It wouldn't complete "TO" after the variable name, which is certainly
minor enough.  But since we do complete "TO" after "SET variable ...",
and since this case used to work pre-9.6, I think this is a bug.

Also, fix the query used to collect the variable names; whoever last
touched it evidently didn't understand how the pieces are supposed
to fit together.  It accidentally worked anyway, because readline
ignores irrelevant completions, but it was randomly unlike the ones
around it, and could be a source of actual bugs if someone copied
it as a prototype for another query.