Fix a sqlcmd regression in the soon-to-die 'go' support, act on related ...

...review feedback.

As I was revising the code according to the review feedback, I noticed that my last changes had made "go" require a semicolon to work.
I tested this patch for unterminated "go" manually. 
There's not much point in adding a unit test since "go" will probably become obsolete before I get a chance to regress it again.

Will we fail this assert if the user types ctrl-D at the prompt?