Fix some issues with LATERAL(SELECT UNION ALL SELECT).

The LATERAL marking has to be propagated down to the UNION leaf queries
when we pull them up.  Also, fix the formerly stubbed-off
set_append_rel_pathlist().  It does already have enough smarts to cope with
making a parameterized Append path at need; it just has to not assume that
there *must* be an unparameterized path.