[gdb/testsuite] Add missing require {!is_remote host}

I ran test-case gdb.python/py-color-pagination.exp with make-check-all.sh and
noticed failures when using remote host.

So I grepped to find all test-cases using with_ansi_styling_terminal and ran
them with host/target board local-remote-host-native.

Fix the failing test-cases using require {!is_remote host}.

Tested on x86_64-linux.