fix flakey test by starting sql-reporter thread lazily

This command reliably reproduced the flake beforehand, but not now:

`yes | xargs -P10 --replace sh -c 'testify test.plugins.sql_reporter_test RetryTestCase.test_can_fail; CODE=$?; echo $CODE; exit $?' |& egrep -v '^(PASSED|SQL connection|\.|0|.* 0 failed|$|\(Total test)'`