test: use pointer receivers to avoid lock copies

[mark-rushakoff]

Description

There were several test suite methods that had a value receiver, and which were being ignored for linting. Instead of ignoring the error, use pointer receivers to properly avoid lock copying.

And use a local copy of one loop variable in a possible closure.

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[julienrbrt]

Unrelated but second time I see this one pop-up: https://github.com/cosmos/cosmos-sdk/actions/runs/4295303107/jobs/7485538761