(T7501) Ensure that the last --compliance= policy overrides all others

I'm forwarding a series of 4 patches to address
https://dev.gnupg.org/T7501.  This series makes it so that when the
user passes multiple --compliance= policy options, the last policy
provided overrides the options set by the others.

While it might seem surprising (or wrong) for a user to supply
multiple policy options, consider the user of any tool that wraps
GnuPG where the user can append options but not easily remove some set
by the tool; or the user who has set a compliance= option in
~/.gnupg/gpg.conf but wants to override it on the command line.