set: shouldn't support 'select ... into outfile ... union select ... ' and 'select ... union select SQL_BUFFER_RESULT ... ' statements

Description

Bug Report

Please answer these questions before submitting your issue. Thanks!

1. Minimal reproduce step (Required)

drop table if exists t1, t2;
CREATE TABLE t1 (a int not null, b char (10) not null);
insert into t1 values(1,'a'),(2,'b'),(3,'c'),(3,'c');
CREATE TABLE t2 (a int not null, b char (10) not null);
insert into t2 values (3,'c'),(4,'d'),(5,'f'),(6,'e');
select a,b from t1 into outfile 'skr' union select a,b from t2;
select * from t1 union select SQL_BUFFER_RESULT * from t2;

2. What did you expect to see? (Required)

in MySQL or MariaDB

mysql> select a,b from t1 into outfile 'skr' union select a,b from t2;
ERROR 1064 (42000): You have an error in your SQL syntax; check the manual that corresponds to your MariaDB server version for the right syntax to use near 'union select a,b from t2' at line 1
mysql> select * from t1 union select SQL_BUFFER_RESULT * from t2;
ERROR 1234 (42000): Incorrect usage/placement of 'SQL_BUFFER_RESULT'

3. What did you see instead (Required)

mysql> select a,b from t1 into outfile 'skr' union select a,b from t2;
+---+------+
| a | b    |
+---+------+
| 3 | c    |
| 4 | d    |
| 5 | f    |
| 6 | e    |
| 2 | b    |
| 1 | a    |
+---+------+
6 rows in set (0.00 sec)

mysql> select * from t1 union select SQL_BUFFER_RESULT * from t2;
+---+------+
| a | b    |
+---+------+
| 1 | a    |
| 2 | b    |
| 4 | d    |
| 5 | f    |
| 6 | e    |
| 3 | c    |
+---+------+
6 rows in set (0.00 sec)

4. What is your TiDB version? (Required)

Release Version: v4.0.0-beta.2-921-gb75a30fda
Edition: Community
Git Commit Hash: b75a30fda8eef5962e2fde1c6254ff02f330fd21
Git Branch: master
UTC Build Time: 2020-08-10 02:44:14
GoVersion: go1.14.6
Race Enabled: false
TiKV Min Version: v3.0.0-60965b006877ca7234adaced7890d7b029ed1306
Check Table Before Drop: false

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