Hello Alvaro,
There's a lot of the new code in pgbench that can be simplified if we remove \cset.
I'm not very happy with the resulting syntax, but IMO the feature is useful. My initial design was to copy PL/pgSQL "into" with some "\into" orthogonal to \; and ;, but the implementation was not especially nice and I was told to use psql's \gset approach, which I did.
If we do not provide \cset, then combined queries and getting results are not orthogonal, although from a performance testing point of view an application could do both, and the point is to allow pgbench to test the performance impact of doing that.
There are other existing restrictions which are a arbitrary, eg you cannot use prepared with combined. I wish not to add more of this kind of restrictions, which are not "up to project standard" in my opinion. I may try to remove this particular restriction in the future.
Not many people know that queries can be combined, but if you are interested in latency that is really an interesting option, and being able to check how much can be gained from doing that is a point of a tool like pgbench.
-- Fabien.