psql: Improve error display for psql -f -

Running "psql -f -" used to print

psql:<stdin>:1: ERROR:  blah

but that got broken between 8.4 and 9.0 (commit
b291c0fb), and now it printed

psql:-:1: ERROR:  blah

This reverts to the old behavior and cleans up some code that was left
dead or useless by the mentioned commit.