Figure.set_panel: Fix the bug when panel is not set

[seisman]

In the GMT CLI, using gmt subplot set without specifying the panel activates the next panel. For example:

gmt begin map
	gmt subplot begin 1x2 -Fs6c/3c
	gmt subplot set
	gmt basemap -R0/3/0/3 -B
	gmt subplot set 
	gmt basemap -R0/3/0/3 -B
	gmt subplot end
gmt end show

The equivalent PyGMT script is:

import pygmt

fig = pygmt.Figure()
with fig.subplot(nrows=1, ncols=2, figsize=("6c", "3c")):
     with fig.set_panel():
         fig.basemap(region=[0, 3, 0, 3], frame=True)
     with fig.set_panel():
         fig.basemap(region=[0, 3, 0, 3], frame=True)
fig.show()

But it doesn't work as expected:

subplot [ERROR]: No subplot information file!
...

The bug is because we always pass panel to gmt subplot set even if it's None. The bug can be traced back to the initial implementation in PR #822.

This PR fixes the long-term bug and add a test for it.