Discussed offline with @RaduBerinde: running each-directive in its own sub-test has two drawbacks:
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it triggers the sub-test machinery inside Go's testing package, which has some time overhead
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it causes extra log lines per directive when running with -v (the default with crdb's CI)
@RaduBerinde reports that at least one sql/opt test duration goes from 1.4s to 2.5s as a result.
Questions: