proj_test_cpp_api issues on MSYS2

[mwtoews]

A recent CI failure only with MSYS2 is with proj_test_cpp_api:

...
42/48 Test #42: proj_test_cpp_api ................***Failed   44.05 sec
[==========] Running 1145 tests from 17 test suites.
...
[ RUN      ] operation.geogCRS_to_geogCRS_context_concatenated_operation
D:/a/PROJ/PROJ/test/unit/test_operationfactory.cpp:995: Failure
Expected equality of these values:
  list.size()
    Which is: 3
  4U
    Which is: 4
[  FAILED  ] operation.geogCRS_to_geogCRS_context_concatenated_operation (28 ms)
...
[ RUN      ] operation.IGNF_LAMB1_TO_EPSG_4326
D:/a/PROJ/PROJ/test/unit/test_operationfactory.cpp:6153: Failure
Expected equality of these values:
  list.size()
    Which is: 1
  2U
    Which is: 2
[  FAILED  ] operation.IGNF_LAMB1_TO_EPSG_4326 (43 ms)
...
[----------] Global test environment tear-down
[==========] 1145 tests from 17 test suites ran. (44016 ms total)
[  PASSED  ] 1143 tests.
[  FAILED  ] 2 tests, listed below:
[  FAILED  ] operation.geogCRS_to_geogCRS_context_concatenated_operation
[  FAILED  ] operation.IGNF_LAMB1_TO_EPSG_4326

 2 FAILED TESTS
proj_insert_object_session_create: startInsertStatementsSession() cannot be invoked until stopInsertStatementsSession() is.
...

[rouault]

This is probably another symptom of #3077 as I see msys2 uses now sqlite 3.38.0. But "interestingly" the failures in the msys2 runs are not the same as on Linux with sqlite 3.38.0

[rouault]

Fixed per #3089