GDB: Remove extraneous full stops from `set' command error messages

With errors given for bad commands such as `set annotate' or `set width'
we produce an extraneous full stop within parentheses:

(gdb) set annotate
Argument required (integer to set it to.).
(gdb) set width
Argument required (integer to set it to, or "unlimited".).
(gdb)

This is grammatically incorrect, so remove the full stop and adjust the
testsuite accordingly.