pg_upgrade test chatter

Hi hackers,

I run 'make check-world' a lot, and I typically use parallelism and
redirect stdout to /dev/null as suggested in the docs [0]. This seems
to eliminate all of the test chatter except for this one message:

NOTICE: database "regression" does not exist, skipping

This is emitted by the installcheck-parallel run in the pg_upgrade
test. Sending stderr to stdout clears it up, but presumably we don't
want to miss other errors, too. We could also just create the
database it is trying to drop to silence the NOTICE. This is what the
attached patch does.

This is admittedly just a pet peeve, but maybe it is bothering others,
too.

Nathan

[0] https://www.postgresql.org/docs/devel/regress-run.html