BUG #15867: psql \copy from program does not work

The following bug has been logged on the website:

Bug reference:      15867
Logged by:          Ed Sabol
Email address:      edwardjsabol@gmail.com
PostgreSQL version: 10.9
Operating system:   RHEL/CentOS 6.9
Description:

The psql documentation at
https://www.postgresql.org/docs/current/app-psql.html says this should work,
but it does not.

Steps to reproduce:
1. Create a table named "sometable" in some convenient user database:

create table sometable (a1 varchar(100));

2. Execute psql and connect to that database.
3. Issue the following command:

\copy sometable from program '/bin/echo'

The following error message is returned:

program: No such file or directory

If you instead use the server-side COPY command, it works, of course:

copy sometable from program '/bin/echo';
select * from sometable;

Please fix psql \copy to work as documented. There are many use-cases for
running the program on the client-side (file permissions, the existence of
the program, etc.).