Fixes #4079.

Some example output:

% go install foo/bar
can't load package: package foo/bar: cannot find package "foo/bar" in any of:
        /home/dfc/go/src/pkg/foo/bar (from $GOROOT)
        /home/dfc/src/foo/bar (from $GOPATH)
        /home/dfc/src2/src/foo/bar

% GOPATH= go install foo/bar
can't load package: package foo/bar: cannot find package "foo/bar" in any of:
	/home/dfc/go/src/pkg/foo/bar (from $GOROOT)
	($GOPATH not set)

R=golang-dev, rsc
CC=golang-dev
https://golang.org/cl/6899057