[sqlite] Set PRAGMA only once for catalogs. (#651)

I observed frequent `[SQLite] PRAGMA journal_mode = WAL` when it should be
run only once as it's a sqlite database property, not something that has be
set for every connection. This might fix
https://github.com/dimitri/pgcopydb/actions/runs/7614380466/job/20736769276?pr=647

```
2024-01-22 16:45:01.923 44 ERROR  catalog.c:7129            [SQLite]: PRAGMA journal_mode = WAL failed: database is locked
```