PQhost() can return NULL in non-error situations, namely when a Unix-socket
connection has been selected by default.  That behavior is a tad debatable
perhaps, but for the moment we should make sure that psql copes with it.
Unfortunately, do_connect() failed to: it could pass a NULL pointer to
strcmp(), resulting in crashes on most platforms.  This was reported as a
security issue by ChenQin of Topsec Security Team, but the consensus of
the security list is that it's just a garden-variety bug with no security
implications.

For paranoia's sake, I made the keep_password test not trust PQuser or
PQport either, even though I believe those will never return NULL given
a valid PGconn.

Back-patch to all supported branches.