QA: sql: copy to stdout doesn't require returning clause for insert

**Describe the problem**

From the postgres docs for Copy:
>For INSERT, UPDATE and DELETE queries a RETURNING clause must be provided...

In CRDB `COPY TO STDOUT` does not require mutations to have a RETURNING clause as expected, and instead will silently return no results for a mutation without RETURNING.

**To Reproduce**

```
CREATE TABLE xy (x INT, y INT);
COPY (INSERT INTO xy VALUES (1, 1), (2, 2), (3, 3)) TO STDOUT (DELIMITER '|');
```
Expected:
```
ERROR: COPY query must have a RETURNING clause
```
Actual (empty result):
```
```

Jira issue: CRDB-26465