Many cgo integration tests do a lot of common setup in TestMain, and
that means they require a lot from the test environment to even get
off the ground. If something is missing, right now they print a "SKIP"
message to stderr and exit without running any tests.
Make these behave more like normal tests by instead setting a global
skip function if some precondition isn't satisfied, and having every
test call that. This way we run the tests and see them skip.
I would prefer something much more structured. For example, if we
replaced the global state set up by TestMain in these tests by instead
calling a function that returned that state (after setting it up on
the first call), that function could do the appropriate skips and
there would be no way to accidentally access this state without
checking the preconditions. But that's substantially more work and may
be much easier after we do further cleanup of these tests.