Make initdb throw error for bad locale values.

Historically we've printed a complaint for a bad locale setting, but then
fallen back to the environment default.  Per discussion, this is not such
a great idea, because rectifying an erroneous locale choice post-initdb
(perhaps long after data has been loaded) could be enormously expensive.
Better to complain and give the user a chance to double-check things.

The behavior was particularly bad if the bad setting came from environment
variables rather than a bogus command-line switch: in that case not only
was there a fallback to C/SQL_ASCII, but the printed complaint was quite
unhelpful.  It's hard to be entirely sure what variables setlocale looked
at, but we can at least give a hint where the problem might be.

Per a complaint from Tomas Vondra.