psql: Set up cancel handler later

psql: Set up cancel handler later

The cancel handler was uselessly set up even before the first connection
was opened.  By setting it up afterwards, the user can use Ctrl+C to
abort psql if the initial connection attempt hangs.

Reviewed-by: Dean Rasheed <dean.a.rasheed@gmail.com>
Reviewed-by: Ryan Kelly <rpkelly22@gmail.com>