The autocommit-off mode works by issuing an implicit BEGIN just before
any command that is not already in a transaction block and is not itself
a BEGIN or other transaction-control command, nor a command that
cannot be executed inside a transaction block. This commit prevents psql
from issuing such an implicit BEGIN before ALTER SYSTEM because it's
not allowed inside a transaction block.

Backpatch to 9.4 where ALTER SYSTEM was added.

Report by Feike Steenbergen