[SPARK-19240][SQL][TEST] add test for setting location for managed table

## What changes were proposed in this pull request?

SET LOCATION can also work on managed table(or table created without custom path), the behavior is a little weird, but as we have already supported it, we should add a test to explicitly show the behavior.

## How was this patch tested?

N/A

Author: Wenchen Fan <wenchen@databricks.com>

Closes #16597 from cloud-fan/set-location.