run/locale.t: Remove redundant block

This has { { foo } }
Only one level is necessary. outdents.
run/locale.t: Add explanation for when tests fail

Commit ff4377fe256e32a3bc10175c01dd6c68c9ce7ddb silenced some irrelevant
warnings that occur from some sh programs on some systems.  It does this
by closing STDERR.  That is fine unless the test fails.  This commit
changes things so that a failure now outputs a diagnostic note about how
to see the test failure details.

It would be better to automaticallty rerun the test with STDERR open
when this happens, but that is more effort than it's worth IMO, given
the likely rarity of the failures here.