Some buildfarm animals with force_parallel_mode=regress were failing
this test because the error is reported in a parallel worker quicker
than the rows that succeed.

Take the opportunity to move the SET of lc_messages out of the traced
section, because it's not very interesting.
Diagnosed-by: Tom Lane <tgl@sss.pgh.pa.us>
Discussion: https://postgr.es/m/3304521.1617221724@sss.pgh.pa.us