gdb_load: Fix latent bugs

In a test I was writting, I needed a procedure that would connect to
the target, and do "load", or equivalent.

Years ago, boards would override gdb_load to implement that.  Then
gdb_reload was added, and gdb_load was relaxed to allow boards avoid
the spawing and connecting to the target.  This sped up gdbserver
testing.  See
https://www.sourceware.org/ml/gdb-patches/2007-02/msg00318.html.

To actually spawn the target and load the executable on the target
side, gdb_reload was born:

 # gdb_reload -- load a file into the target.  Called before "running",
 # either the first time or after already starting the program once,
 # for remote targets.  Most files that override gdb_load should now
 # override this instead.

 proc gdb_reload { } {
     # For the benefit of existing configurations, default to gdb_load.
     # Specifying no file defaults to the executable currently being
     # debugged.
     return [gdb_load ""]
 }

Note the comment about specifying no file.  Indeed looking at
config/sid.exp, or config/monitor.exp, we see examples of that.

However, the default gdb_load itself doesn't handle the case of no
file specified.  When passed no file, it just calls gdb_file_cmd with
no file either, which ends up invocing the "file" command with no
argument, which means unloading the file and its symbols...  That
means calling gdb_reload when testing against native targets is
broken.  We don't see that today because the only call to gdb_reload
that exists today is guarded by target_info exists
gdb,do_reload_on_run.

The native-extended-gdbserver.exp board is likewise broken here.  When
[gdb_load ""] is called, the board sets the remote exec-file to "" ...

Tested on x86_64 Fedora 17, native, remote gdbserver and
extended-remote gdbserver.

testsuite/
2014-05-01  Pedro Alves  <palves@redhat.com>

	* lib/gdb.exp (gdb_load): Extend comment.  Skip calling
	gdb_file_cmd if no file is specified.
	* boards/native-extended-gdbserver.exp (gdb_load): Use the
	last_loaded_file to set the remote exec-file.
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