1 test fails in make installcheck-world - database "regress_ecpg_user2" does not exist

Hello Postgres Hackers,

I want to become more helpful to the project, reviewing more patches and
starting to write more of my own - and one of the first steps is to get all
the tests passing so I can confidently review patches. It almost worked...

I typed "make check" and all the tests passed.
Then I typed "make installcheck" and all the tests passed again.

But when I typed "make installcheck-world", I got this:

=======================
1 of 55 tests failed.
=======================

The differences that caused some tests to fail can be viewed in the
file "path/to/postgres/src/interfaces/ecpg/test/regression.diffs". A copy
of the test summary that you see
above is saved in the file
"path/to/postgres/src/interfaces/ecpg/test/regression.out".

And when I look at that diffs file, this is what I see:

- [NO_PID]: ECPGconnect: could not open database: FATAL: database
"regress_ecpg_user2" does not exist

Why would this database not be getting created? The full diffs file is
attached.

Thanks for your help!
Ryan