psql: Fix memory leak with \gx used within a pipeline
While inside a pipeline, \gx is currently forbidden and will make
exec_command_g() exit early. There was a memory leak in this code path,
so let's fix it.
Author: Anthonin Bonnefoy <anthonin.bonnefoy@datadoghq.com>
Discussion: https://postgr.es/m/CAO6_XqqFVQjLjZQiL7xdwLpzZEy1ghO_JWvCFPM_OmwF9s7XdA@mail.gmail.com