Reject missing database name in pg_regress and cohorts.

Reject missing database name in pg_regress and cohorts.

Writing "pg_regress --dbname= ..." led to a crash, because
we weren't expecting there to be no database name supplied.
It doesn't seem like a great idea to run regression tests
in whatever is the user's default database; so rather than
supporting this case let's explicitly reject it.

Per report from Xing Guo.  Back-patch to all supported
branches.

Discussion: https://postgr.es/m/CACpMh+A8cRvtvtOWVAZsCM1DU81GK4DL26R83y6ugZ1osV=ifA@mail.gmail.com