Avoid confusion about rollback/commit "must be issued" after
``session.begin_nested()`` --- this might be taken to mean call must be
*added*, but that's only true if not using the return value as a context
manager.

on :class:`.Insert`.  This helps to fix a bug where an
INSERT...FROM SELECT construct would inadvertently be compiled
as "implicit returning" on supporting backends, which would
cause breakage in the case of an INSERT that inserts zero rows
(as implicit returning expects a row), as well as arbitrary
return data in the case of an INSERT that inserts multiple
rows (e.g. only the first row of many).
A similar change is also applied to an INSERT..VALUES
with multiple parameter sets; implicit RETURNING will no longer emit
for this statement either.  As both of these constructs deal
with varible numbers of rows, the
:attr:`.ResultProxy.inserted_primary_key` accessor does not
apply.   Previously, there was a documentation note that one
may prefer ``inline=True`` with INSERT..FROM SELECT as some databases
don't support returning and therefore can't do "implicit" returning,
but there's no reason an INSERT...FROM SELECT needs implicit returning
in any case.   Regular explicit :meth:`.Insert.returning` should
be used to return variable numbers of result rows if inserted
data is needed.
fixes #3169

_collect_update_commands and _collect_delete_commands

debug logging message would not emit if the logging were set up using
``logging.setLevel()``, rather than using the ``echo_pool`` flag.
Tests to assert this logging have been added.  This is a
regression that was introduced in 0.9.0.
fixes #3168