Fix invalid-parallel-jobs error message

Including the program name twice is not helpful:

-> pg_dump -j -1
pg_dump: pg_dump: invalid number of parallel jobs

Correct by removing the progname from the exit_horribly() call used when
validating the number of parallel jobs.

Noticed while testing various pg_dump error cases.

Back-patch to 9.3 where parallel pg_dump was added.