Fix minor bugs in commit 30bf4689a96cd283af33edcdd6b7210df3f20cd8 et al.

Coverity complained that the "else" added to fillPGconn() was unreachable,
which it was.  Remove the dead code.  In passing, rearrange the tests so as
not to bother trying to fetch values for options that can't be assigned.

Pre-9.3 did not have that issue, but it did have a "return" that should be
"goto oom_error" to ensure that a suitable error message gets filled in.