Remove obsolete BUGS section from zgrep(1) man page, add test

I forgot to check/update the man page with D54217. While here add
a test for multiple -e flags.

Reviewed by: markj
Approved by: markj
MFC after: 1 week
Differential Revision: https://reviews.freebsd.org/D54632

(cherry picked from commit da5d94d29a5ec29817476c39ae2b2ad1666c3f06)