Add TestMain to each integration test package

[AlekSi]

Description

Closes #4367.

Readiness checklist

• I added/updated unit tests (and they pass).
• I added/updated integration/compatibility tests (and they pass).
• I added/updated comments and checked rendering.
• I made spot refactorings.
• I updated user documentation.
• I ran task all, and it passed.
• I ensured that PR title is good enough for the changelog.
• (for maintainers only) I set Reviewers (@FerretDB/core), Milestone (Next), Labels, Project and project's Sprint fields.
• I marked all done items in this checklist.

[codecov]

Codecov Report

Attention: Patch coverage is 88.88889% with 1 line in your changes missing coverage. Please review.

Project coverage is 71.30%. Comparing base (453e731) to head (9857eb1).

Additional details and impacted files

@@            Coverage Diff             @@
##             main    #4366      +/-   ##
==========================================
- Coverage   75.25%   71.30%   -3.95%     
==========================================
  Files         326      326              
  Lines       22471    22480       +9     
==========================================
- Hits        16910    16030     -880     
- Misses       4339     5237     +898     
+ Partials     1222     1213       -9     

Files	Coverage Δ
integration/setup/helpers.go	92.85% <88.88%> (-1.09%)	⬇️

... and 54 files with indirect coverage changes

Flag	Coverage Δ
filter-false	?
filter-true	64.40% <88.88%> (-4.56%)	⬇️
hana-1	?
integration	64.40% <88.88%> (-4.59%)	⬇️
mongodb-1	4.89% <88.88%> (-0.22%)	⬇️
mysql-1	?
mysql-2	?
mysql-3	?
postgresql-1	41.35% <88.88%> (-11.78%)	⬇️
postgresql-2	41.32% <88.88%> (-13.09%)	⬇️
postgresql-3	40.29% <88.88%> (-13.24%)	⬇️
postgresql-4	39.22% <88.88%> (-1.85%)	⬇️
postgresql-5	41.58% <88.88%> (-1.73%)	⬇️
sqlite-1	40.38% <88.88%> (-11.72%)	⬇️
sqlite-2	40.67% <88.88%> (-12.75%)	⬇️
sqlite-3	39.55% <88.88%> (-13.12%)	⬇️
sqlite-4	38.67% <88.88%> (-1.83%)	⬇️
sqlite-5	40.72% <88.88%> (-1.68%)	⬇️
unit	33.11% <ø> (ø)

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