Instead of sending application_name as a SET command after the connection
is made, include it in the startup-packet options. This makes it work more like every other libpq connection option, in particular it now has the same response to RESET ALL as the rest. This also saves one network round trip for new applications using application_name. The cost is that if the server is pre-8.5, it'll reject the startup packet altogether, forcing us to retry the entire connection cycle. But on balance we shouldn't be optimizing that case in preference to the behavior with a new server, especially when doing so creates visible behavioral oddities. Per discussion.
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