It's just a clientside knob for psql. You can do something like it in any client.
I think GP is referring to running psql server side on the database server itself (i.e., connecting to localhost). Running a gigantic result will keep allocating memory for the result and potentially OOM the server as it’s competing for resources with the database itself right?
My point is just that you can't set FETCH_COUNT with ALTER etc (as the post I was replying to suggested), because the server doesn't know anything about the parameter, as it just affects psql.