[ENH] Selectively enable MG C++ testing outputs for non-root processes

[seunghwak]

Describe the solution you'd like
We previously disabled all the outputs from non-root processes in MG C++ testing and this will be undone in #1615 as this disables useful error messages as well.

We need a more sophisticated mechanism to disable only redundant test progress messages in long run.

We can investigate https://github.com/LLNL/gtest-mpi-listener or write our custom listeners for this purpose.

[seunghwak]

We may just close this issue as we can use

mpirun --output-filename <output-file-directory> ...

and outputs for each process will be stored in a separate file.

[ChuckHastings]

Closed. Workaround in @seunghwak comment above.