libpq should append auth failures, not overwrite

I noticed that, although most error reports during libpq's connection
setup code append to conn->errorMessage, the ones in fe-auth.c and 
fe-auth-scram.c don't: they're all printfPQExpBuffer() not
appendPQExpBuffer().  This seems wrong to me.  It makes no difference
in simple cases with a single target server, but as soon as you have
multiple servers listed in "host", this coding makes it impossible
to tell which server rejected your login.

So I think we should basically s/printfPQExpBuffer/appendPQExpBuffer/g
anywhere those files touch conn->errorMessage, allowing any problems
with previous servers to be preserved in the eventually-reported message.
I won't bother posting an actual patch for that right now, but has anyone
got an objection?

            regards, tom lane