Do not use SET via <full_query> in perf tests

Since if the connection will be closed (by some reason), then the
setting will not be applied after transparent reconnect (since only
native clickhouse-client can do this, since it parses the query, but
perf tests uses python driver).

Just use inplace SETTINGS clause or <settings>.

tests/performance/joins_in_memory_pmj.xml

@@ -1,6 +1,9 @@
 <test max_ignored_relative_change="0.8">
     <create_query>CREATE TABLE ints (i64 Int64, i32 Int32, i16 Int16, i8 Int8) ENGINE = Memory</create_query>
-    <create_query>SET join_algorithm = 'partial_merge'</create_query>
+
+    <settings>
+        <join_algorithm>partial_merge</join_algorithm>
+    </settings>
 
     <fill_query>INSERT INTO ints SELECT number AS i64, i64 AS i32, i64 AS i16, i64 AS i8 FROM numbers(10000)</fill_query>
     <fill_query>INSERT INTO ints SELECT 10000 + number % 1000 AS i64, i64 AS i32, i64 AS i16, i64 AS i8 FROM numbers(10000)</fill_query>

tests/performance/materialized_view_parallel_insert.xml

@@ -18,13 +18,13 @@
             -- do not select anything because we only need column types
             LIMIT 0
     </create_query>
-    <fill_query>SET max_insert_threads=8</fill_query>
     <fill_query>SYSTEM STOP MERGES</fill_query>
 
     <query>
         INSERT INTO hits_mv
         SELECT CounterID, EventDate, UserID, Title
         FROM hits_10m_single
+        SETTINGS max_insert_threads=8
     </query>
 
     <drop_query>SYSTEM START MERGES</drop_query>

tests/performance/parallel_insert.xml

@@ -19,13 +19,13 @@
             -- do not select anything because we only need column types
             LIMIT 0
     </create_query>
-    <fill_query>SET max_insert_threads=8</fill_query>
     <fill_query>SYSTEM STOP MERGES</fill_query>
 
     <query>
         INSERT INTO hits2
         SELECT CounterID, EventDate, UserID, Title
         FROM hits_10m_single
+        SETTINGS max_insert_threads=8
     </query>
 
     <drop_query>SYSTEM START MERGES</drop_query>