This essentially reverts commits a772624b and 04fbe0e4, which
added "_configthreadlocale(_ENABLE_PER_THREAD_LOCALE)" calls to the
thread-related ecpg test programs.  That was nothing but a hack,
because we shouldn't expect that ecpg-using applications have
done that for us; and now that we've inserted such calls into
ecpglib, the tests should still pass without it.

(If they don't, it would be good to know that.)

HEAD only; there seems no big need to change this in the
back branches.

Discussion: https://postgr.es/m/22937.1548307384@sss.pgh.pa.us